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CREDIT RISK MODELLING: CURRENT PRACTICES …

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CREDIT RISK modelling : CURRENT PRACTICESANDAPPLICATIONSBasle Committee on Banking SupervisionBasleApril 1999TABLE OF CONTENTSList of ParticipantsExecutive SummaryPart I:Introduction1. Overview ........................................ ........................................ ............... 82. Internal applications of CREDIT Risk Models ........................................ 93. Key Challenges to Regulatory 104. Organisation of Report ........................................ ................................... 11Part II:Overview of Conceptual Approaches to CREDIT Risk Modelling1. Economic Capital Allocation.

Credit Risk Modelling: Current Practices and Applications Executive Summary 1. Summary and objectives Over the last decade, a number of …

  Applications, Practices, Risks, Direct, Modelling, Current, Current practices, Credit risk modelling, Current practices and applications

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