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Creating a statistical framework for the measurement of credit risk transfer - the ECB experience

In: The IFC's contribution to the 57th ISI Session, Durban, August 2009

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  • Violetta Damia
  • Jean-Marc Israel
  • Paolo Poloni

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Suggested Citation

  • Violetta Damia & Jean-Marc Israel & Paolo Poloni, 2010. "Creating a statistical framework for the measurement of credit risk transfer - the ECB experience," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The IFC's contribution to the 57th ISI Session, Durban, August 2009, volume 33, pages 102-109, Bank for International Settlements.
    • Handle: RePEc:bis:bisifc:33-13
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    File URL: http://www.bis.org/ifc/publ/ifcb33m.pdf
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    References listed on IDEAS

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    1. Poloni, Paolo & Agresti, Anna Maria & Baudino, Patrizia, 2008. "The ECB and IMF indicators for the macro-prudential analysis of the banking sector: a comparison of the two approaches," Occasional Paper Series 99, European Central Bank.
    2. Paolo Poloni & Julien Reynaud, 2009. "How to measure credit risk transfer in the EU," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Measuring financial innovation and its impact", Basel, 26-27 August 2008, volume 31, pages 123-140, Bank for International Settlements.
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