English, Article, Journal or magazine article edition: Credit Risk Rating at Australian Banks Andrew McDonald; Guy Eastwood

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Bookmark: http://trove.nla.gov.au/version/134
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Credit Risk Rating at Australian Banks
Author
  • Andrew McDonald
  • Guy Eastwood
Physical Description
  • preprint
Notes
  • This working paper summarises a survey of the internal credit risk rating practices at 10 Australian banks. The survey is a response to international proposals to develop more risk sensitive capital adequacy requirements utilising banks? internal credit risk ratings. It examines various elements of the Australian banks? internal credit risk rating systems, including the systems? basic architecture, operating design and applications. Comparisons of the survey findings with those from similar international surveys are also provided.
  • Credit Risk Rating; APRA; Australia; Banks
  • RePEc:apr:aprewp:wp0007
Language
  • English
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