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04-032/2 - Credit Rationing Effects of Credit Value-at-Risk


  • Authors
    Jan Frederik Slijkerman, Faculty of Economics, Erasmus Universiteit Rotterdam; David J.C. Smant, Faculty of Economics, Erasmus Universiteit Rotterdam; Casper G. de Vries, Faculty of Economics, Erasmus Universiteit Rotterdam
  • Publication date
    March 15, 2004
  • Keywords
    Credit rationing; Credit Value-at-Risk; asymmetric information; banks; regulation; loans
  • JEL
    D45; D82; E43; G21