Models for credit risk management. Internal rating

This collection of papers, published in April 2000, was presented at the workshop ‘Models for credit risk management. Internal rating’ held at S.A.Di.Ba., the Bank’s of Italy’s training and conference facility, on 11 October 1999. Discussions centred on the analysis of the Basel Committee’s Capital Accord on banking supervision of 1988, of the reasons why it became necessary to develop a new system of capital requirements, and of the proposed amendment put forward by the Basel Committee.

The authors include Maria Pia Ascenzo, Renzo Avesani, Emilio Barone, Bruno Bianchi, Giovanni Carosio, Danilo Danielis, Vincenzo Desario, Antonella Foglia, Pierpaolo Grippa, Sebastiano La Viola, Domenico Santececca, Piero Scalerandi, Andrea Sironi, and Umberto Viviani.

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