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Journal Article
The role of credit in economic activity
Discussion Paper
The demand for money: a review of the empirical literature
Journal Article
Industry practices in credit risk modeling and internal capital allocations: implications for a models-based regulatory capital standard
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.