Standard & Poor's official response to the Basel Committee's proposal

• 31 January 2001
• journal article
• Published by Elsevier in Journal of Banking & Finance
• Vol. 25  (1) , 149-169
• https://doi.org/10.1016/s0378-4266(00)00120-5

Abstract

Keywords

• CAPITAL REGULATION
• EXTERNAL CREDIT RATINGS
• VALUE AT RISK