The importance of qualitative risk assessment in banking supervision before and during the crisis
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More about this item
KeywordsBank rating; banking supervision; generalized ordered logit;
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- L50 - Industrial Organization - - Regulation and Industrial Policy - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-08-29 (All new papers)
- NEP-BAN-2011-08-29 (Banking)
- NEP-CBA-2011-08-29 (Central Banking)
- NEP-RMG-2011-08-29 (Risk Management)
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