메뉴 건너뛰기




Volumn 87, Issue 1, 2005, Pages 194-205

Credit risk models and agricultural lending

Author keywords

Credit risk; Credit value at risk; Debt; Default; New Basel Accord

Indexed keywords

AGRICULTURAL FINANCE; CREDIT PROVISION; LENDING BEHAVIOR;

EID: 13944269928     PISSN: 00029092     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.0002-9092.2005.00711.x     Document Type: Article
Times cited : (38)

References (17)
  • 1
    • 0002486651 scopus 로고    scopus 로고
    • "An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings"
    • Altman, E.I., and A. Saunders. "An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings." Journal of Banking and Finance 25(2001):25-46.
    • (2001) Journal of Banking and Finance , vol.25 , pp. 25-46
    • Altman, E.I.1    Saunders, A.2
  • 2
    • 13944276135 scopus 로고    scopus 로고
    • "Modern Capital Management by Financial Institutions: Implications for Agricultural Lenders"
    • Barry, P.J. "Modern Capital Management by Financial Institutions: Implications for Agricultural Lenders." Agricultural Finance Review 61(2001):103-22.
    • (2001) Agricultural Finance Review , vol.61 , pp. 103-122
    • Barry, P.J.1
  • 4
    • 3342987931 scopus 로고    scopus 로고
    • Basel Committee on Banking Supervision. Basel, Switzerland: Bank for International Settlements, January Available at
    • Basel Committee on Banking Supervision. The New Basel Capital Accord Basel, Switzerland: Bank for International Settlements, January 2003. Available at http://www.bis.org.
    • (2003) The New Basel Capital Accord
  • 5
    • 0036113667 scopus 로고    scopus 로고
    • "Comments on Credit Ratings and the BIS Capital Adequacy Reform Agenda"
    • Bliss, R. "Comments on Credit Ratings and the BIS Capital Adequacy Reform Agenda." Journal of Banking and Finance 26(2002):923-28.
    • (2002) Journal of Banking and Finance , vol.26 , pp. 923-928
    • Bliss, R.1
  • 6
    • 0007496802 scopus 로고    scopus 로고
    • "Parameterizing Credit Risk Models with Rating Data"
    • Carey, M., and M. Hrycay. "Parameterizing Credit Risk Models with Rating Data." Journal of Banking and Finance 25(2001):197-270.
    • (2001) Journal of Banking and Finance , vol.25 , pp. 197-270
    • Carey, M.1    Hrycay, M.2
  • 7
    • 0003886493 scopus 로고    scopus 로고
    • CreditMetrics. J. P. Morgan, New York, April Available at
    • CreditMetrics. Credit Risk Model, Technical Document. J. P. Morgan, New York, April 1997, Available at. http://www.riskmetrics.com.
    • (1997) Credit Risk Model, Technical Document
  • 8
    • 0002027984 scopus 로고    scopus 로고
    • "A Comparative Analysis of Current Credit Risk Models"
    • Crouhy, M., D. Galai, and R. Mark. "A Comparative Analysis of Current Credit Risk Models" Journal of Banking and Finance 24(2000):59-117.
    • (2000) Journal of Banking and Finance , vol.24 , pp. 59-117
    • Crouhy, M.1    Galai, D.2    Mark, R.3
  • 9
    • 84946556579 scopus 로고    scopus 로고
    • "Financial Characteristics of Illinois Farms 2000-2001"
    • 02-F-1, The Center for Farm and Rural Business Finance, Department of Agricultural and Consumer Economics, College of Agricultural, Consumer, and Environmental Sciences, University of Illinois, November
    • Ellinger, P.N., P. Bergschneider, P.J. Barry, and D. Raab. "Financial Characteristics of Illinois Farms 2000-2001." 02-F-1, The Center for Farm and Rural Business Finance, Department of Agricultural and Consumer Economics, College of Agricultural, Consumer, and Environmental Sciences, University of Illinois, November 2002.
    • (2002)
    • Ellinger, P.N.1    Bergschneider, P.2    Barry, P.J.3    Raab, D.4
  • 13
    • 0000808665 scopus 로고
    • "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates"
    • Merton, R. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates." Journal of Finance 28(1974):449-70.
    • (1974) Journal of Finance , vol.28 , pp. 449-470
    • Merton, R.1
  • 14
    • 13944283633 scopus 로고    scopus 로고
    • Moody's KMV. Available at
    • Moody's KMV. Available at http://www.moodyskmv.com.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.