A survey of cyclical effects in credit risk measurement model
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Author
Contributions
- Saunders, Anthony, 1949- - Contributor
- Bank for International Settlements. Monetary and Economic Dept. - Contributor
Publication
2003 - Bank for International Settlements, Monetary and Economic Dept., Basel, Switzerland, Switzerland
Language
English
Word Count
0 words, Guess
Page Count
0 pages
Physical Format
Electronic resource
Identifiers
- Library of Congress Control Number2003616497
- Open LibraryOL3285756M
Classifications
- LCCHG3879
Subjects
Topics
CreditCongressesBusiness cyclesRisk assessmentDefault (Finance)Econometric modelsCredit -- Econometric models -- CongressesBusiness cycles -- Econometric models -- CongressesRisk assessment -- Econometric models -- CongressesDefault (Finance) -- Econometric models -- Congresses
Genres
- Congresses
Series Statement
- BIS working papers,
- no. 126
- BIS working papers (Online) ;
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