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Internal Credit Risk Rating Systems in the Macao Banking Sector
Anna P.I. Vong; Antonio Pires Patricio
2007-01
Source PublicationMacau Monetary Research Bulletin
Issue2Pages:123-137
Abstract

Internal credit risk rating systems are becoming an increasingly important element of commercial banks’ measurement and management of credit risk. Such an importance has in fact been highlighted in the proposed Basel Accord II that includes the internal rating approach to credit risk as one of its cornerstones. This paper attempts to investigate the extent to which the credit rating systems are used in Macao based on a recent survey.

URLView the original
Language英语
Fulltext Access
Document TypeJournal article
CollectionDEPARTMENT OF FINANCE AND BUSINESS ECONOMICS
AffiliationFaculty of Business Administration, University of Macau
First Author AffilicationFaculty of Business Administration
Recommended Citation
GB/T 7714
Anna P.I. Vong,Antonio Pires Patricio. Internal Credit Risk Rating Systems in the Macao Banking Sector[J]. Macau Monetary Research Bulletin,2007(2):123-137.
APA Anna P.I. Vong,&Antonio Pires Patricio.(2007).Internal Credit Risk Rating Systems in the Macao Banking Sector.Macau Monetary Research Bulletin(2),123-137.
MLA Anna P.I. Vong,et al."Internal Credit Risk Rating Systems in the Macao Banking Sector".Macau Monetary Research Bulletin .2(2007):123-137.
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