Using Loan Rates to Measure and Regulate Bank Risk: Findings and an Immodest Proposal
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Volume (Year): 24 (2003)
Issue (Month): 2 (October)
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- William B. English & William R. Nelson, 1998. "Bank risk rating of business loans," Finance and Economics Discussion Series 1998-51, Board of Governors of the Federal Reserve System (U.S.).
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- R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 2000. "The role of a CAMEL downgrade model in bank surveillance," Working Papers 2000-021, Federal Reserve Bank of St. Louis.