Procyclicality and the New Basel Accord-Banks' Choice of Loan Rating System
Preprint
- 1 January 2003
- preprint
- Published by Elsevier in SSRN Electronic Journal
Abstract
The Basel Committee on Banking Supervision is proposing to introduce, in 2006, new risk-based requirements for internationally active (and other significant) baKeywords
All Related Versions
This publication has 1 reference indexed in Scilit:
- A Survey of Cyclical Effects in Credit Risk Measurement ModelsSSRN Electronic Journal, 2002