The regulatory use of credit ratings in bank capital requirement regulations-Reference-Cited by-同舟云学术

The regulatory use of credit ratings in bank capital requirement regulations

Published:2008-11 Issue:1 Volume:10 Page:1-16
ISSN:1745-6452
Container-title:Journal of Banking Regulation
language:en
Short-container-title:J Bank Regul

Author:

Weber Rolf H,Darbellay Aline

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance

Link

http://link.springer.com/content/pdf/10.1057/jbr.2008.22.pdf

Reference139 articles.

1. Freixas, X. and Rochet, J. -C. (1997) ‘Microeconomics of Banking’, The MIT Press, Cambridge, p. 257.

2. Basel Committee on Banking Supervision (BCBS), International Convergence of Capital Measurement and Capital Standards, A Revised Framework (Basel II), June 2004, p. 1.

3. Basel II, note 2, p. 2.

4. Art. 50 of Basel II, note 2.

5. Jacobson, T., Lindé, J. and Roszbach, K. (2005) ‘Credit risk versus capital requirements under Basel II: Are SME loans and retail credit really different?’ Journal of Financial Services Research, Vol. 28, pp. 54, pp. 56.

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