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Credit Risk Rating at Australian Banks

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Author Info
Andrew McDonald () (Australian Prudential Regulation Authority)
Guy Eastwood () (Australian Prudential Regulation Authority)
Abstract

This working paper summarises a survey of the internal credit risk rating practices at 10 Australian banks. The survey is a response to international proposals to develop more risk sensitive capital adequacy requirements utilising banks? internal credit risk ratings. It examines various elements of the Australian banks? internal credit risk rating systems, including the systems? basic architecture, operating design and applications. Comparisons of the survey findings with those from similar international surveys are also provided.

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File URL: http://www.apra.gov.au/RePEc/RePEcDocs/Archive/working_papers/wp0007.pdf
File Format: application/pdf
File Function: main text
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Publisher Info
Paper provided by Australian Prudential Regulation Authority in its series Working Papers with number wp0007.

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Date of creation: 01 Jan 2001
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Handle: RePEc:apr:aprewp:wp0007

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Postal: 400 George Street, Sydney, NSW 2000, Australia
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Web page: http://www.apra.gov.au/

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Related research
Keywords: Credit Risk Rating; APRA; Australia; Banks;

Find related papers by JEL classification:
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages

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This page was last updated on 2010-1-4.

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