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Validation of Banks’ Internal Rating Systems - A Supervisory Perspective

Stefan Blochwitz and Stefan Hohl
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Stefan Blochwitz: Deutsche Bundesbank’s Central Office
Stefan Hohl: The Bank for International Settlements (BIS)

Chapter XI. in The Basel II Risk Parameters, 2006, pp 243-262 from Springer

Keywords: Credit Risk; Market Risk; Banking Supervision; Basel Committee; Loan Officer (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-33087-5_11

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DOI: 10.1007/3-540-33087-9_11

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