Bank Lending Policy, Credit Scoring and Value at Risk

Tor Jacobson () and Kasper Roszbach ()
Additional contact information
Tor Jacobson: Research Department, Central Bank of Sweden, Postal: Sveriges Riksbank, SE-103 37 Stockholm, Sweden

No 68, Working Paper Series from Sveriges Riksbank (Central Bank of Sweden)

Abstract: Not available.

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)
Pages: 25 pages
Date: 1998-07-01
References: Add references at CitEc
Citations: View citations in EconPapers (5)

Forthcoming in Journal of Banking and Finance.

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Related works:
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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