The evolution of credit risk: phenomena, methods and management

Article OPEN
George A. Christodoulakis;
(2007)
  • Subject: credit risk, capital adequacy, Basel II
    • jel: jel:G28

This paper summarizes the proceedings of a conference at the Bank of Greece on credit risk. The papers presented focused on innovations in risk management methods which contribute to systemic financial stability, calculation of capital adequacy in financial institutions... View more
  • References (1)

    Overall, the empirical literature confirms these theoretical predictions. In more detail, Demirgüç- Kunt and Huizinga (1999) using a large interna3.

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