Credit risk measurement and procyclicality /
|Main Author:||Lowe, Philip.|
Basel, Switzerland : Bank for International Settlements, Monetary and Economic Dept., 2002.
Credit > Credit / Management.
"This working paper was prepared for 'Banking Supervision at the Crossroads', a conference on the occassion of the 50th anniversary of the Dutch Act on the Supervision of Credit Systems, Amsterdam, 24-25 April 2002."--t.p. verso.
17 p. :
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