Title of article
Internal ratings systems, implied credit risk and the consistency of banks’ risk classification policies
Author/Authors
Tor Jacobson، نويسنده , , Jesper Lindé، نويسنده , , Kasper Roszbach، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
28
From page
1899
To page
1926
Keywords
Internal ratings , Rating systems , Credit risk , Tails , Banks , Basel II , Value-at-Risk
Journal title
Journal of Banking and Finance
Serial Year
2006
Journal title
Journal of Banking and Finance
Record number
193897
Link To Document