Some Evidence on the Consistency of Banks’ Internal Credit Ratings - Workshop "Basel II: An Economic Assessment" - May 2002

نویسندگان

  • Mark Carey
  • Michael Lavin
چکیده

This paper was prepared in cooperation with Mark McCambley and Michael Lavin of Loan Pricing Corporation (LPC). For more information about LPC's Loan Loss Database (LLD) initiatives in North America and Europe, please contact Mark McCambley at 212-489-5455 or [email protected]. The lenders participating in the LLD generously shared the LLD with the Federal Reserve on a one-time basis as a contribution to efforts to advance risk-focused banking supervision and capital regulation. The views expressed herein are not necessarily those of the Board of Governors, other members of its staff, the Federal Reserve System, Loan Pricing Corporation, or any LLD participant institutions.

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تاریخ انتشار 2001