Choice of rating technology and loan pricing in imperfect credit markets

Accurate rating systems are of central importance for banks to price and manage their loan portfolios. A bank's choice to invest in a more accurate rating technology is based on a trade-off: the better rating system usually comes at higher cost, but endows the bank with a competitive advantage,...

Full description

Saved in:
Bibliographic details
Volume: 17
Main Author: De Silva, Hannelore
Dockner, Engelbert J
Jankowitsch, Rainer
Pichler, Stefan
Ritzberger, Klaus
Format: Journal Article
Language: English
Place of publication: LONDON INCISIVE MEDIA 01.01.2014
Incisive Media Limited
published in: The journal of risk Vol. 17; no. 1; pp. 29 - 62
Data of publication: 2014-01-01
ISSN: 1465-1211
1755-2842
EISSN: 1755-2842
Discipline: Business
Subjects:
Online Access: available in Bonn?
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2014
Web of Knowledge
Web of Science
CrossRef
ProQuest Central China
Banking Information Database
Healthcare Administration Database (Alumni)
ABI/INFORM Collection China
ProQuest Business Collection (Alumni Edition)
Research Library (Alumni Edition)
ProQuest One Academic Eastern Edition
ProQuest Central (Corporate)
ProQuest Central Basic
ABI/INFORM Global (Corporate)
ProQuest Business Collection
Research Library China
ProQuest Central (Alumni Edition)
ABI/INFORM Collection
Health Research Premium Collection
ABI/INFORM Global (PDF only)
ProQuest One Academic
Accounting, Tax & Banking Collection
ProQuest One Academic UKI Edition
Research Library (Corporate)
ABI/INFORM Global
ProQuest Central (purchase pre-March 2016)
ProQuest Central Student
Accounting, Tax & Banking Collection (Alumni)
UK & Ireland Database
Business Premium Collection
Research Library Prep
ProQuest Central Essentials
Research Library
Health Research Premium Collection (Alumni)
ProQuest Central
Healthcare Administration Database
ProQuest Central Korea
Banking Information Database (Alumni Edition)
ABI/INFORM Global (Alumni Edition)
Hospital Premium Collection
Hospital Premium Collection (Alumni Edition)
ProQuest Central (Alumni) (purchase pre-March 2016)
Business Premium Collection (Alumni)
ABI/INFORM Collection (Alumni Edition)
Database information Databases - DBIS