Weder, Beatrice (contributor); Wedow, Michael (contributor) - 2002 - [Elektronische Ressource]
the same model and presumably very similar
ratings (which seems a reasonable assumption in the context of sovereign … categories of assets. In the case of
sovereign lenders, Basel I provided a simple structure of risk weights based mainly on
two … maturity of up to three
months, subject to a floor of 20 per cent
4
. However, in practice the sovereign rating will
mostly …