Bank Lending Policy, Credit Scoring and Value at Risk
Tor Jacobson () and
Kasper Roszbach ()
No 68, Working Paper Series from Sveriges Riksbank (Central Bank of Sweden)
Keywords: Banks; Lending policy; Credit scoring; Value at Risk; Bivariate probit (search for similar items in EconPapers)
JEL-codes: C35 D61 D81 G21 G23 (search for similar items in EconPapers)
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Forthcoming in Journal of Banking and Finance.
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Journal Article: Bank lending policy, credit scoring and value-at-risk (2003)
Working Paper: Bank Lending Policy, Credit Scoring and Value at Risk (1998)
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Persistent link: http://EconPapers.repec.org/RePEc:hhs:rbnkwp:0068
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