Capital requirements under the credit risk-based framework-Reference-Cited by-同舟云学术

Capital requirements under the credit risk-based framework

Published:2011-06 Issue:6 Volume:35 Page:1380-1390
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Antão Paula,Lacerda Ana

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference20 articles.

1. Effects of the new Basel capital accord on bank capital requirements for SMEs;Altman;Journal of Financial Services Research,2005

2. Antunes, A., 2005. Analysis of Delinquent Firms Using Multi-state Transitions. Working Paper Series No. 5, Banco de Portugal.

3. Banco de Portugal, 2008. Financial Stability Report.

4. Basel Committee on Banking Supervision, 1988. International convergence of capital measurement and capital standards. Bank for International Settlements.

5. Basel Committee on Banking Supervision, 1996. Amendment to the capital accord to incorporate market risks. Bank for International Settlements.

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