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,...

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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
EISSN: 1755-2842
Discipline: Business
Online Access: available in Bonn?
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2014
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