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Industry Practices in Credit Risk Modeling and Internal Capital Allocations: Implications for a Models-Based Regulatory Capital Standard

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References

2000Policy implications of the Federal Reserve study of credit risk models at major US banking institutions57 cited

Cited by

2005Alternative measures of the Federal Reserve Banks’ cost of equity capital37 cited
2001Cyclical prudence - credit cycles in Australia27 cited
2003Are Credit Scoring Models Sensitive with Respect to Default Definitions? Evidence from the Austrian Market26 cited
2004Applying credit risk models to deposit insurance pricing: Empirical evidence from the Italian banking system22 cited
2007Industry Practices in Credit Risk Modeling and Internal Capital Allocations: Implications for a Models-Based Regulatory Capital Standard: Summary of Presentation21 cited

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