Latviešu valodas versija nav pieejama
Gigliola Chiappa
- 18 July 2007
- OCCASIONAL PAPER SERIES - No. 64Details
- Abstract
- This report summarises the findings of the task force. It is organised as follows. Section 2 starts with a discussion of the relevance of credit risk for central banks. It is followed by a short introduction to credit risk models, parameters and systems in Section 3, focusing on models used by members of the task force. Section 4 presents the results of the simulation exercise undertaken by the task force. The lessons from these simulations as well as other conclusions are discussed in Section 5.
- JEL Code
- E : Macroeconomics and Monetary Economics