The risk-weights in the new Basel capital accord : lessons from bond spreads based on a simple structural model
Year of publication: |
2007
|
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Authors: | Resti, Andrea ; Sironi, Andrea |
Published in: |
Journal of financial intermediation. - Amsterdam [u.a.] : Elsevier, ISSN 1042-9573, ZDB-ID 1053781-8. - Vol. 16.2007, 1, p. 64-90
|
Subject: | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Unternehmensanleihe | Corporate bond | Eurobond | Basler Akkord | Basel Accord | Welt | World |
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