Credit risk measurement and procyclicality /
Philip Lowe.

Description

Main Author

Lowe, Philip.

Related Names

Bank for International Settlements. Monetary and Economic Dept.

Language(s)

English

Published

Basel, Switzerland : Bank for International Settlements, Monetary and Economic Dept., 2002.

Subjects

Bank capital.
Risk assessment.
Credit > Credit / Management.

Note

"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.
"September 2002."

Physical Description

17 p. : ill. ; 30 cm.

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