Scandinavian Working Papers in Economics

Working Paper Series,
Sveriges Riksbank (Central Bank of Sweden)

No 68: Bank Lending Policy, Credit Scoring and Value at Risk

Tor Jacobson () and Kasper Roszbach
Additional contact information
Tor Jacobson: Research Department, Central Bank of Sweden, Postal: Sveriges Riksbank, SE-103 37 Stockholm, Sweden
Kasper Roszbach: Department of Economics, Postal: Stockholm School of Economics, Box 6501, SE 113 83 Stockholm, Sweden

Abstract: Not available.

Keywords: Banks; Lending policy; Credit scoring; Value at Risk; Bivariate probit

JEL-codes: C35; D61; D81; G21; G23

25 pages, July 1, 1998

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Tor Jacobson and Kasper Roszbach, 'Bank Lending Policy, Credit Scoring and Value at Risk', Journal of Banking and Finance

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