Credit risk measurement: developments over the last 20 years
Article Abstract:
An assessment of literature dealing with credit risk measurement was undertaken in an effort to gain better understanding regarding its evolution for the past two decades. Credit risk measurement has evolved significantly for the past 20 years which is mainly due through the help of various secular forces, which have used credit risk measurement extensively. Moreover, a new strategy for calculating the risk and returns associated with loans and bonds was formulated.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 1997
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Issues in the credit risk modeling of retail markets
Article Abstract:
The most recent BIS proposals for the credit risk measurement of retail credits in capital regulations are surveyed. The recent trend away from relationship lending toward transactional lending in the small business loan arena is described.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2004
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