Germany - Central Bank Research Hub

Title Author(s)

Credit Risk Factor Modeling and the Basel II IRB Approach

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2003/02, 01.12.2003)

JEL: C1, G21

Measuring the Discriminative Power of Rating Systems

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2003/01, 01.11.2003)