A survey of cyclical effects in credit risk measurement model
By: by Linda Allen and Anthony Saunders.
Contributors: Saunders, Anthony, 1949-; Bank for International Settlements. Monetary and Economic Dept.
Series: BIS working papers,; no. 126; BIS working papers (Online) ;; no. 126.
Publisher: Bank for International Settlements, Monetary and Economic Dept.
Published: 2003
Place of publication: Basel, Switzerland
Language: eng
Format: Electronic resource
Subjects: Credit -- Econometric models -- Congresses.; Default (Finance) -- Econometric models -- Congresses.; Risk assessment -- Econometric models -- Congresses.; Business cycles -- Econometric models -- Congresses.
Genres: Congresses.
Notes: Also available in print.
Includes bibliographical references.
Title from home page (viewed on Oct. 29, 2003).
"January 2003."
Paper presented at a conference organised by BIS on "Changes in risk through time: measurement and policy responses", held on Mar. 6, 2002.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.