Credit risk rating systems at large US banks q

Abstract

Internal credit risk rating systems are becoming an increasingly important element of large commercial banksÕ measurement and management of the credit risk of both individual exposures and portfolios. This article describes the internal rating systems presently in use at the 50 largest US banking organizations. We use the diversity of current practice to… (More)

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@inproceedings{Treacy1999CreditRR, title={Credit risk rating systems at large US banks q}, author={William F. Treacy and Mark Carey}, year={1999} }