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