A risk-factor model foundation for ratings-based bank capital rules-Reference-Cited by-同舟云学术

A risk-factor model foundation for ratings-based bank capital rules

Published:2003-07 Issue:3 Volume:12 Page:199-232
ISSN:1042-9573
Container-title:Journal of Financial Intermediation
language:en
Short-container-title:Journal of Financial Intermediation

Author:

Gordy Michael B.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference31 articles.

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5. Basel Committee on Bank Supervision, 2001. The Internal Ratings-Based approach: Supporting document to the New Basel Capital Accord. Technical report. Bank for International Settlements

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