Rating migration matrices: empirical evidence in Indonesia

Abstract

Credit risk remains the dominant problem confronting banks. Nevertheless, banks need to identify, monitor and control credit risk as well as ensure capital adequacy to anticipate the risk (Basel Committee on Banking Supervision (1999)). Basel II confirmed that financial institutions must have the ability to analyse credit models and internal ratings to… (More)

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Cite this paper

@inproceedings{Hadad2009RatingMM, title={Rating migration matrices: empirical evidence in Indonesia}, author={Muliaman D. Hadad and Wimboh Santoso and Bagus Santoso and Dwityapoetra Besar and Ita Rulina}, year={2009} }