IDEAS home Printed from https://ideas.repec.org/a/spt/stecon/v4y2015i4f4_4_5.html
   My bibliography  Save this article

Rating models Impact on the Regulatory Capital for Corporate Exposure

Author

Listed:
  • Bazzi Mehdi
  • Chamlal Hasna

Abstract

Being stimulated by the Basel II Capital Accord, banks adopting the internal rating-base approach (IRBA), have began developing more and more their own internal rating as long as the systems meet specified minimum requirements. In this context, the purpose of this paper is to provide an overview of statistical methods to develop Rating model commonly used in practice as well as analyzing the relationship between the number of classes in the master scale and the impact on regularity capital for Corporate Exposure.

Suggested Citation

  • Bazzi Mehdi & Chamlal Hasna, 2015. "Rating models Impact on the Regulatory Capital for Corporate Exposure," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 4(4), pages 1-5.
    • Handle: RePEc:spt:stecon:v:4:y:2015:i:4:f:4_4_5
    as

    Download full text from publisher

    File URL: http://www.scienpress.com/Upload/JSEM%2fVol%204_4_5.pdf
    Download Restriction: no
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spt:stecon:v:4:y:2015:i:4:f:4_4_5. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Eleftherios Spyromitros-Xioufis (email available below). General contact details of provider: http://www.scienpress.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.