Quality of Internal Risk Rating Frameworks at Commercial Banks in Pakistan
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References listed on IDEAS
- Simone Varotto, 2008. "An Assessment of the Internal Rating Based Approach in Basel II," ICMA Centre Discussion Papers in Finance icma-dp2008-04, Henley Business School, Reading University.
- Kirstein, Roland, 2002.
"The new Basle Accord, internal ratings, and the incentives of banks,"
International Review of Law and Economics,
Elsevier, vol. 21(4), pages 393-412, May.
- Kirstein, Roland, 2000. "The New Basle Accord, Internal Ratings, and the Incentives of Banks," CSLE Discussion Paper Series 2000-06, Saarland University, CSLE - Center for the Study of Law and Economics.
- Krahnen, Jan Pieter & Weber, Martin, 2001. "Generally accepted rating principles: A primer," Journal of Banking & Finance, Elsevier, vol. 25(1), pages 3-23, January.
- Miguel Angel Segoviano & Philip Lowe, 2002. "Internal ratings, the business cycle, and capital requirements: some evidence from an emerging market economy," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
- Philip Lowe & Miguel A. Segoviano, 2002. "Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy," BIS Working Papers 117, Bank for International Settlements.
- Segoviano, Miguel A. & Lowe, Philip, 2002. "Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy," LSE Research Online Documents on Economics 24948, London School of Economics and Political Science, LSE Library.
- Philip Lowe, 2002. "Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy," FMG Discussion Papers dp428, Financial Markets Group.
- Stephanou, Constantinos & Mendoza, Juan Carlos, 2005. "Credit risk measurement under Basel II : an overview and implementation issues for developing countries," Policy Research Working Paper Series 3556, The World Bank.
- Bank of Japan, 2005. "Advancing Credit Risk Management through Internal Rating Systems," Bank of Japan Research Papers 2005-07-28, Bank of Japan.
More about this item
KeywordsCredit Risk; Credit Risk Management; Internal Risk Rating;
- G1 - Financial Economics - - General Financial Markets
- G29 - Financial Economics - - Financial Institutions and Services - - - Other
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