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Search results with tag "Credit risk modelling"
Basel Committee on Banking Supervision
www.bis.org4. The Committee has issued separate papers on a number of related topics in the area of credit risk, including credit risk modelling and credit risk management.
CREDIT RISK MODELLING: CURRENT PRACTICES AND …
www.bis.orgapproach could be used in the formal process of setting regulatory capital requirements for credit risk, regulators would have to be confident not only that models are being used to actively manage risk, but also that they are conceptually sound, empirically validated, and produce capital requirements that are comparable across institutions.