Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/154517
Authors: 
Bindseil, Ulrich
van der Hoorn, Han
Nyholm, Ken
Schwartzlose, Henrik
Ledoyen, Pierre
Föttinger, Wolfgang
Monar, Fernando
Boux, Bérénice
Chiappa, Gigliola
Honings, Noëlle
Amado, Ricardo
Sotamaa, Kai
Rosen, Dan
Year of Publication: 
2007
Series/Report no.: 
ECB Occasional Paper 64
Abstract: 
This report summarises the findings of the task force. It is organised as follows. Section 2 starts with a discussion of the relevance of credit risk for central banks. It is followed by a short introduction to credit risk models, parameters and systems in Section 3, focusing on models used by members of the task force. Section 4 presents the results of the simulation exercise undertaken by the task force. The lessons from these simulations as well as other conclusions are discussed in Section 5.
Document Type: 
Research Report

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