Example: tourism industry
Evaluating Credit Risk Models
Found 2 free book(s)
Basel Committee on Banking Supervision
www.bis.orgemphasise that banks must have an adequate credit risk management process, including prudent policies and processes to identify, measure, evaluate, monitor, report and control or mitigate credit risk on a timely basis, and covering the full credit life cycle (credit underwriting, credit evaluation
Basel Committee on Banking Supervision Working Paper No. 14
www.bis.orgvalidation methods in evaluating whether banks’ rating systems comply with the operating standards set forth by Basel II. Some validation methods, such as benchmarking risk parameters across banks, may be more practical for supervisors to implement than banks. The focus of the research in this collection has been on validation methods in general,