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PURPOSE OF THIS REPORT
DEFINITION AND USES OF RATING SYSTEMS
PROCESS OF EVALUATING RISK
2 other sections not shown
accuracy and consistency approach to capital assigning ratings assignment of ratings bank practice bank's banks indicated banks reported banks surveyed Basel Committee borrower borrower's collateral considerable number counterparty credit risk management credit scoring models credit staff data sources decisions definitions of default degree of reliance developed economic capital allocation estimate LGD estimating loss characteristics evaluate exposures facility grades financial ratios Financial Services Authority inputs internal rating systems IRB approach judgmentally-oriented banks key element large corporates LGD estimates loan review majority of banks methodology middle market Models Task Force monitoring number of banks Number of Grades obligor portfolio potential probability of default quantifying loss characteristics quantitative range of practice rater rating criteria rating dimensions rating information rating process regulatory capital relationship managers risk factors risk measurement scorecard small number specific statistical models supervisory survey responses surveyed banks systems and processes through-the-cycle transaction two-dimensional rating system typically utilise