Bank lending policy, credit scoring and value-at-risk

B-Tier

Journal: Journal of Banking & Finance

Year: 2003

Volume: 27

Issue: 4

Pages: 615-633

Authors (2)

Jacobson, Tor (not in RePEc) Roszbach, Kasper (Norges Bank)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count