Bank lending policy, credit scoring and value-at-risk
- 1 April 2003
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 27 (4) , 615-633
- https://doi.org/10.1016/s0378-4266(01)00254-0
Abstract
No abstract availableAll Related Versions
This publication has 4 references indexed in Scilit:
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- Inside the Black Box: The Credit Channel of Monetary Policy TransmissionJournal of Economic Perspectives, 1995
- An econometric analysis of the bank credit scoring problemJournal of Econometrics, 1989
- Costly Monitoring, Loan Contracts, and Equilibrium Credit RationingThe Quarterly Journal of Economics, 1987