Assessing and managing credit risk in retail financial services

DOI10.1093/IMAMAN/12.2.127zbMATH Open1037.91532OpenAlexW2035496958MaRDI QIDQ4532791FDOQ4532791

Authors: Mark Robson, Victoria Saporta 

Publication date: 24 July 2002

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imaman/12.2.127

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zbMATH Keywords

credit riskbanking supervisionbased capital accordIRB approachminimum capital

Mathematics Subject Classification ID

Cited In (7)

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• Recent Advances in Credit Risk Management
• Recent developments in consumer credit risk assessment
• The development of a simple and intuitive rating system under Solvency II

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