Bank Lending Policy, Credit Scoring and Value at Risk
| Year of publication: |
1998-07-01
|
|---|---|
| Authors: | Jacobson, Tor ; Roszbach, Kasper |
| Institutions: | Sveriges Riksbank |
| Subject: | Banks | Lending policy | Credit scoring | Value at Risk | Bivariate probit |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Forthcoming in Journal of Banking and Finance. The text is part of a series Working Paper Series Number 68 25 pages |
| Classification: | C35 - Discrete Regression and Qualitative Choice Models ; D61 - Allocative Efficiency; Cost-Benefit Analysis ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G21 - Banks; Other Depository Institutions; Mortgages ; G23 - Pension Funds; Other Private Financial Institutions |
| Source: |
Persistent link: https://www.econbiz.de/10005649079