The definition of the grading scales in banks’ internal rating systems

Economic Notes

Volumn 30, Issue 3, 2001, Pages 421-456

  Foglia, A ^a   Iannotti, S ^a   Reedtz, P M ^a  

^a BANK OF ITALY   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

BANKING; CAPITAL MARKET; CREDIT PROVISION; RISK ASSESSMENT;

EID: 0035667443     PISSN: 03915026     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0300.00066     Document Type: Article

References (13)

1. Parameterizing credit risk models with rating data
2. L'introduzione dei Rating Interni delle Banche Italiane
3. Banks risk rating of business loans
4. Generally accepted rating principles: A primer
5. Some methods for classification and analysis of multivariate observations
6. Credit risk rating systems at large US banks
7. Metodi di previsione delle insolvenze: Un'analisi comparata