Credit Rationing Effects of Credit Value-at-Risk
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More about this item
Keywords
Credit rationing; Credit Value-at-Risk; asymmetric information; banks; regulation; loans;All these keywords.
JEL classification:
- D45 - Microeconomics - - Market Structure, Pricing, and Design - - - Rationing; Licensing
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2004-04-25 (Finance)
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