Bank lending policy, credit scoring and value-at-risk

Authors: Jacobson T.¹; Roszbach K.

Source: Journal of Banking and Finance, Volume 27, Number 4, April 2003 , pp. 615-633(19)

Publisher: Elsevier

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Keywords: [JEL classification codes] C35; [JEL classification codes] D61; [JEL classification codes] D81; [JEL classification codes] G21; [JEL classification codes] G33; Banks; Lending policy; Credit scoring; Credit risk; Value-at-risk; Bivariate probit

Language: English

Document Type: Research article

DOI: 10.1016/S0378-4266(01)00254-0

Affiliations: 1: Research Department, Sveriges riksbank, 103 37 , Stockholm, Sweden

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