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Regulatory implications of credit risk modelling

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Author Info
Jackson, Patricia
Perraudin, William
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File URL: http://www.sciencedirect.com/science/article/B6VCY-3Y3XP78-1/2/e683dfd3bc487230da810cd779c7ae4c
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 24 (2000)
Issue (Month): 1-2 (January)
Pages: 1-14
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Handle: RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:1-14

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  1. Elena Kalotychou & Ana-Maria Fuertes, 2006. "On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics," Computing in Economics and Finance 2006 509, Society for Computational Economics. [Downloadable!]
    Other versions:
  2. Powell, Andrew, 2002. "A capital accord for emerging economies?," Policy Research Working Paper Series 2808, The World Bank. [Downloadable!]
  3. Pamela Nickell & William Perraudin & Simone Varotto, . "Ratings versus equity-based credit risk modelling: an empirical analysis," Bank of England working papers 132, Bank of England. [Downloadable!]
  4. Andrew Powell, 2004. "Implications of Basel II for Latin America," Business School Working Papers basel, Universidad Torcuato Di Tella. [Downloadable!]
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This page was last updated on 2008-10-4.

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