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Procyclicality and the new basel accord-banks' choice of loan rating system - MaRDI portal

Procyclicality and the new basel accord-banks' choice of loan rating system (Q2569183)

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scientific article
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English
Procyclicality and the new basel accord-banks' choice of loan rating system
scientific article

    Statements

    title
    Procyclicality and the new basel accord-banks' choice of loan rating system (English)
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    author
    Eva Catarineu-Rabell
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    Patricia Jackson
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    Dimitrios P. Tsomocos
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    publication date
    18 October 2005
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    zbMATH Keywords
    endogenous default
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    risk weights.
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    Identifiers

    zbMATH DE Number
    2215028
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    OpenAlex ID
    W3023584848
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