Fernando Gonzalez

affiliation not provided to SSRN

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The Performance of Credit Rating Systems in the Assessment of Collateral Used in Eurosystem Monetary Policy Operations

National Bank of Belgium Working Paper No.118
Number of pages: 39 Posted: 07 Oct 2010
Fran├žois Coppens, Fernando Gonzalez and Gerhard Winkler
National Bank of Belgium, affiliation not provided to SSRN and Oesterreichische Nationalbank (OeNB)
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Abstract:

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credit risk, rating, probability of default (PD), performance checking, backtesting