Capital requirements and business cycle regimes : forward-looking modelling of default probabilities
Year of publication: |
2005
|
---|---|
Authors: | Pederzoli, Chiara ; Torricelli, Costanza |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 29.2005, 12, p. 3121-3140
|
Subject: | Basler Akkord | Basel Accord | Konjunktur | Business cycle | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | USA | United States | 1971-2002 |
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