Data Type - Point In Time

This paper evaluates the characteristics of a Point in Time (PiT) rating approach for the estimation of firms’ credit risk in… (More)

 

This paper compares alternative procedures to mitigate the procyclicality of the new risk-sensitive bank capital regulation… (More)

In this paper I try to give answers to some of the questions and problems that arise in relation to point in time (PIT) and… (More)