Internal credit rating systems / internal systems / cost-accounting measures / day-to-day portfolio risk management / risk management systems / bank examiners / bank / bank risk modelers / credit rating systems / economic capital allocation systems / capital allocation systems / /
Organization
Task Force / System Task Force on Internal Credit Risk Models / Capital Adequacy Federal Reserve System Task Force on Internal Credit Risk Models I. Background / /
Position
banker / major U.S. banks / Executive / Major U.S. Banking Institutions / /
May, 1998 Executive Summary Credit Risk Models at Major U.S. Banking Institutions: Current State of the Art and Implications for Assessments of Capital Adequacy Federal Reserve System Task Force on Internal Credit Risk M