The Value of Non-Financial Information in SME Risk Management
The Basel CapitalAccord and the 2007 financial crisis have provided [...]
Edward Altman: Where Are We in the Credit Cycle?
The Covid-19 health crisis has dramatically affected just about every [...]
The Link between Default and Recovery Rates: effects on the procyclicality of regulatory capital ratios
This paper analyses the impact of various assumptions about the [...]
The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios
BIS Working Papers are written by members of the Monetary [...]
Credit Risk Scoring Models
Credit scoring models play a fundamental role in the risk [...]
Measuring and Managing Credit and Other Risks
During the last 40 years, risk management has evolved tremendously. [...]
Managing Credit Risk For Retail Low-Default Portfolios
Low-Default Portfolios (LDPs) form a significant and substantial portion of [...]
Estimating Conservative Loss Given Default
The new Basel Capital Accord (Basel II) is going to [...]
Risk Management, Corporate Governance, and Bank Performance in the Financial Crisis
The recent financial crisis has raised several questions with respect [...]
Modeling Credit Risk For SMEs : Evidence From The US Market
Considering the fundamental role played by small and medium sized [...]
