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Evaluating internal credit rating systems depending on bank size

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  • Hergen Frerichs

    ()

  • Mark Wahrenburg

    ()

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    File URL: http://www.finance.uni-frankfurt.de/wp/235.pdf
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    Bibliographic Info

    Paper provided by Department of Finance, Goethe University Frankfurt am Main in its series Working Paper Series: Finance and Accounting with number 115.

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    Date of creation: Sep 2003
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    Handle: RePEc:fra:franaf:115

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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Allen N. Berger & Nathan H. Miller & Mitchell A. Petersen & Raghuram G. Rajan & Jeremy C. Stein, 2002. "Does Function Follow Organizational Form? Evidence From the Lending Practices of Large and Small Banks," NBER Working Papers 8752, National Bureau of Economic Research, Inc.
    2. Carey, Mark & Hrycay, Mark, 2001. "Parameterizing credit risk models with rating data," Journal of Banking & Finance, Elsevier, vol. 25(1), pages 197-270, January.
    3. Mark Carey, 1998. "Credit Risk in Private Debt Portfolios," Journal of Finance, American Finance Association, vol. 53(4), pages 1363-1387, 08.
    4. Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, 09.
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    Cited by:
    1. Ulrich Blum & Werner Gleißner & Frank Leibbrand, 2005. "Stochastische Unternehmensmodelle als Kern innovativer Ratingsysteme," IWH Discussion Papers 6, Halle Institute for Economic Research.

    Lists

    This item is featured on the following reading lists or Wikipedia pages:
    1. Schätzgütemaße für kardinale Insolvenzprognosen in Wikipedia (German)
    2. Altmanscher Z-Faktor in Wikipedia (German)
    3. Schätzgütemaße für ordinale Insolvenzprognosen in Wikipedia (German)

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