Bank "ratings arbitrage" : is LGD a blind spot in economic capital calculations?
Maike Sundmacher; Craig Ellis
| Year of publication: |
2011
|
|---|---|
| Authors: | Sundmacher, Maike ; Ellis, Craig |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 20.2011, 1, p. 6-11
|
| Subject: | Economic capital | Loan pricing | Loss given default | Ratings arbitrage | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Bank | Arbitrage | Basler Akkord | Basel Accord | Kreditwürdigkeit | Credit rating | Kreditgeschäft | Bank lending |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009295931