Credit risk rating systems at large US banks

B-Tier

Journal: Journal of Banking & Finance

Year: 2000

Volume: 24

Issue: 1-2

Pages: 167-201

Authors (2)

Treacy, William F. (not in RePEc) Carey, Mark (Government of the United State...)

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