A risk-factor model foundation for ratings-based bank capital rules
Year of publication: |
2003
|
---|---|
Authors: | Gordy, Michael B. |
Published in: |
Journal of financial intermediation. - Amsterdam [u.a.] : Elsevier, ISSN 1042-9573, ZDB-ID 1053781-8. - Vol. 12.2003, 3, p. 199-232
|
Subject: | Basler Akkord | Basel Accord | Kreditwürdigkeit | Credit rating | Theorie | Theory | Risikomaß | Risk measure |
-
Becker, Bo, (2013)
-
Forecasting probabilities of default and loss rates given default in the presence of selection
Rösch, Daniel, (2014)
-
Assessing the Basel II internal ratings-based approach : empirical evidence from Australia
Tarca, Silvio, (2016)
- More ...
-
Granularity adjustment for Basel II
Lütkebohmert, Eva, (2007)
-
Computationally convenient distributional assumptions for common value auctions
Gordy, Michael B., (1997)
-
Gordy, Michael B., (2004)
- More ...