Abstract: Due to the changes in the new Basel Capital Accord for Credit Risk evaluation banks will have to concentrate more thoroughly on internal or external models to assess the risk adequately. Our paper reviews the current most populär models proposed by the industry not leaving out the theoretical background behind.
Publication Year: 2003
Publication Date: 2003-01-01
Language: en
Type: review
Indexed In: ['crossref']
Access and Citation
Cited By Count: 3
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