Credit risk modeling and internal capital allocation processes: Implications for a models-based regulatory bank capital standard

Journal of Economics and Business

Volumn 51, Issue 2, 1999, Pages 79-108

  Jones, David ^a   Mingo, John ^a  

^a FEDERAL RESERVE BOARD   (United States)

Author keywords

Bank; Capital; Regulation; Risk

Indexed keywords

EID: 0009238955     PISSN: 00129933     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0148-6195(98)00030-7     Document Type: Article

References (5)

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2. Altman, E. I., and Saunders, A. December 1997. Credit risk measurement: Developments over the last 20 years. Journal of Banking and Finance 21(11-12):1721-1742.
3. Berger, A. N., Herring, R. J., and Szego, G. P. June 1995. The role of capital in financial institutions. Journal of Banking and Finance 19(3-4):393-430.
4. +: A Credit Risk Management Framework.
5. Diebold, F. X., Gunther, T. A., and Tay, A. S. Oct. 1997. Evaluating density forecasts. Technical Working Paper No. 215. National Bureau of Economic Research.