메뉴 건너뛰기




Volumn 24, Issue 1-2, 2000, Pages 15-33

Policy implications of the Federal Reserve study of credit risk models at major US banking institutions

Author keywords

Banks; Capital; Credit risk; G18; G2; G28; Regulation

Indexed keywords


EID: 0008103434     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(99)00051-5     Document Type: Article
Times cited : (11)

References (17)
  • 2
    • 0039491257 scopus 로고    scopus 로고
    • Credit risk in private debt portfolios
    • Carey M. Credit risk in private debt portfolios. Journal of Finance. 53(4):1998;1363-1387.
    • (1998) Journal of Finance , vol.53 , Issue.4 , pp. 1363-1387
    • Carey, M.1
  • 3
    • 0001289029 scopus 로고    scopus 로고
    • Internal credit risk rating systems at large banks
    • Carey M., Treacy W. Internal credit risk rating systems at large banks. Federal Reserve Bulletin. 84(11):1998;897-921.
    • (1998) Federal Reserve Bulletin , vol.84 , Issue.11 , pp. 897-921
    • Carey, M.1    Treacy, W.2
  • 5
    • 84881744067 scopus 로고    scopus 로고
    • Formulas or supervision? Remarks on the future of regulatory capital
    • Federal Reserve Bank of New York, February
    • st Century, Federal Reserve Bank of New York, February.
    • (1998) st Century
    • Estrella, A.1
  • 6
    • 0042641988 scopus 로고    scopus 로고
    • Credit risk models at major US banking institutions: Current state of the art and implications for assessments of capital adequacy
    • Federal Reserve May 18
    • Federal Reserve, 1998. Credit risk models at major US banking institutions: Current state of the art and implications for assessments of capital adequacy. Federal Reserve Board, May 18.
    • (1998) Federal Reserve Board
  • 7
    • 0000847864 scopus 로고    scopus 로고
    • A comparative anatomy of credit risk models
    • this issue
    • Gordy, M., 2000. A comparative anatomy of credit risk models. Journal of Banking and Finance 24 (1/2), 119-149, this issue.
    • (2000) Journal of Banking and Finance , vol.24 , Issue.1-2 , pp. 119-149
    • Gordy, M.1
  • 8
    • 0041640074 scopus 로고    scopus 로고
    • The role of capital in optimal supervision and regulation
    • Federal Reserve Bank of New York, February
    • Greenspan, A., 1998. The role of capital in optimal supervision and regulation. Proceedings of a Conference on Capital in the 21st Century, Federal Reserve Bank of New York, February.
    • (1998) Proceedings of a Conference on Capital in the 21st Century
    • Greenspan, A.1
  • 9
    • 0002072240 scopus 로고    scopus 로고
    • Emerging problems with the Basle Accord: Regulatory capital arbitrage and related issues
    • this issue
    • Jones, D.S., 2000. Emerging problems with the Basle Accord: Regulatory capital arbitrage and related issues. Journal of Banking and Finance 24 (1/2), 35-58, this issue.
    • (2000) Journal of Banking and Finance , vol.24 , Issue.1-2 , pp. 35-58
    • Jones, D.S.1
  • 10
    • 0010788101 scopus 로고
    • The implementation of prompt corrective action: An assessment
    • Jones D.S., Kuester King K. The implementation of prompt corrective action: An assessment. Journal of Banking and Finance. 19:1995;491-510.
    • (1995) Journal of Banking and Finance , vol.19 , pp. 491-510
    • Jones, D.S.1    Kuester King, K.2
  • 11
    • 0042641984 scopus 로고    scopus 로고
    • Industry practices in credit risk modeling and internal capital allocations: Implications for a models-based regulatory capital standard
    • forthcoming
    • Jones, D.S., Mingo, J.J., 1998. Industry practices in credit risk modeling and internal capital allocations: Implications for a models-based regulatory capital standard. Journal of Economics and Business, forthcoming.
    • (1998) Journal of Economics and Business
    • Jones, D.S.1    Mingo, J.J.2
  • 13
  • 14
    • 0042641987 scopus 로고    scopus 로고
    • Toward an 'internal models' capital standard for large multinational banking companies
    • June/July
    • Mingo, J.J., 1998. Toward an 'internal models' capital standard for large multinational banking companies. Journal of Lending and Credit Risk Management, June/July.
    • (1998) Journal of Lending and Credit Risk Management
    • Mingo, J.J.1
  • 15
    • 0043142893 scopus 로고    scopus 로고
    • Historical default rates of corporate bond issuers, 1920-1997
    • Moody's, Special Comment, February
    • Moody's, 1998. Historical default rates of corporate bond issuers, 1920-1997, Moody's Investors Service, Special Comment, February.
    • (1998) Moody's Investors Service
  • 17
    • 0043142892 scopus 로고    scopus 로고
    • Building a coherent risk measurement and capital optimization model for financial firms
    • Federal Reserve Bank of New York, February
    • Shepheard-Walwyn, T., Litterman, R., 1998. Building a coherent risk measurement and capital optimization model for financial firms. Proceedings of a Conference on Capital in the 21st Century, Federal Reserve Bank of New York, February.
    • (1998) Proceedings of a Conference on Capital in the 21st Century
    • Shepheard-Walwyn, T.1    Litterman, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.