Credit risk measurement and procyclicality

Author(s)

• Lowe, Philip
• Bank for International Settlements

Bibliographic Information

Credit risk measurement and procyclicality

by Philip Lowe

（BIS working papers, no. 116）

Bank for International Settlements, c2002

Note

"Monetary and Economic Department"

"September 2002"

Includes bibliographical references (p. 16-17)

• NCID: BB15080784
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Basel
• Pages/Volumes: 17 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BB09801553