Procyclicality and the new Basel Accord - banks? choice of loan rating system

• 1 October 2005
• journal article
• research article
• Published by Springer Nature in Economic Theory
• Vol. 26  (3) , 537-557
• https://doi.org/10.1007/s00199-004-0534-0

Abstract

Keywords

• BASEL ACCORD
• BANK RATING
• ENDOGENOUS DEFAULT
• PROCYCLICALITY
• RISK WEIGHTS.

All Related Versions

• Version 1, 2003-01-01, RePEc (Unconfirmed version)