Credit risk measurement and procyclicality
By: by Philip Lowe.
Contributors: Bank for International Settlements. Monetary and Economic Dept.
Series: BIS working papers,; no. 116; BIS working papers (Online) ;; no. 116.
Publisher: Bank for International Settlements, Monetary and Economic Dept.
Published: 2002
Place of publication: Basel, Switzerland
Language: eng
Format: Electronic resource
Subjects: Credit.; Risk assessment.; Bank capital.; Business cycles.
Notes: Also available in print.
Includes bibliographical references.
Title from home page (viewed on Nov. 3, 2003).
"September 2002."
Paper prepared for a conference on "Banking Supervision at the Crossroads", held Apr. 24-25, 2002 in Amsterdam on the occasion of the 50th anniversary of the Dutch Act on the Supervision of Credit Systems.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.