Journal Article

Portfolio credit risk

Abstract: This paper was presented at the conference \\"Financial services at the crossroads: capital regulation in the twenty-first century\\" as part of session 2, \\"Credit risk modeling.\\" The conference, held at the Federal Reserve Bank of New York on February 26-27, 1998, was designed to encourage a consensus between the public and private sectors on an agenda for capital regulation in the new century.

Keywords: Bank capital; Risk; Bank investments; Bank loans;

Status: Published in Financial services at the crossroads: capital regulation in the twenty-first century

Bibliographic Information

Provider: Federal Reserve Bank of New York

Part of Series: Economic Policy Review

Publication Date: 1998

Volume: 4

Issue: Oct

Pages: 71-82