Ökonomische Analyse des neuen Baseler Akkords (Basel II)

Author:

Rudolph Bernd

Publisher

Springer Berlin Heidelberg

Reference92 articles.

1. Acharya, Viral V. (2002): Is the International Convergence of Capital Adequacy Regulation Desirable?, Working Paper, London Business School.

2. Acharya, Viral/Hasan, Iftekhar/Saunders, Anthony (2002): Should Banks be Diversified? Evidence from Individual Bank Loan Portfolios, BIS Working Papers No. 118, Basel.

3. Allen, Lina/Saunders, Anthony (2003): A Survey of Cyclical Effects in Credit Risk Measurement Models, BIS Working Papers No. 126, Basel.

4. Altman, Edward I./Bharath, Sreedhar T. / Saunders, Anthony (2002): Credit Ratings and the BIS Capital Adequacy Reform Agenda, in: Journal of Banking and Finance 26, S. 909–921.

5. Altman, Edward I./Resti, Andrea/Sironi, Andrea (2002): The Link between Default and Recovery Rates: Effects on the Procyclicality of Regulatory Capital Ratios, BIS Working Papers No. 113, Basel.

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