A survey of cyclical effects in credit risk measurement models /
Linda Allen and Anthony Saunders.

Description

Main Author

Allen, Linda.

Related Names

Saunders, Anthony, 1949-
Bank for International Settlements. Monetary and Economic Dept.

Language(s)

English

Published

Basel, Switzerland : Bank for International Settlements, Monetary and Economic Dept., 2003.

Subjects

Business cycles.
Bank capital.
Bank loans.
Risk management.
Credit.

Note

"January 2003."

Physical Description

35 p. : ill. ; 30 cm.

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