The evolution of credit risk: phenomena, methods and management

George A. Christodoulakis
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George A. Christodoulakis: Bank of Greece and Manchester Business School

Economic Bulletin, 2007, issue 28, 75-82

Abstract: This paper summarizes the proceedings of a conference at the Bank of Greece on credit risk. The papers presented focused on innovations in risk management methods which contribute to systemic financial stability, calculation of capital adequacy in financial institutions as well as the validation of credit rating methods in the context of Basel II.

Keywords: credit risk; capital adequacy; Basel II (search for similar items in EconPapers)
JEL-codes: G28 (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (29)

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Persistent link: https://EconPapers.repec.org/RePEc:bog:econbl:y:2007:i:28:p:75-82

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