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Studies on the Validation of Internal Rating Systems
Company: Basel Committee on Banking Supervision
Company Url: Click here to open
Year Of Publication: 2005
Month Of Publication: February
Pages: 120
Download Count: 707
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Comment Num: 0
Language: EN
Source:
Who Can Read: Free
Date: 7-4-2005
Publisher: Administrator
Summary
in 2002the Research Task Force (RTF) formed a subgroup (the Validation Group) to review anddevelop research on the validation of rating systems that would be useful to banks andsupervisors as they consider options for implementing Basel II. The work of the ValidationGroup collected in this volume of studies addresses a number of topics on rating systemvalidation, with a particular focus on empirical validation methods.
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