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Credit ratings and the BIS capital adequacy reform agenda

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Author Info
Altman, Edward I.
Bharath, Sreedhar T.
Saunders, Anthony
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File URL: http://www.sciencedirect.com/science/article/B6VCY-44VG4T6-4/2/caba61e721e9c1663d7645dff74e295e
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 26 (2002)
Issue (Month): 5 (May)
Pages: 909-921
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Handle: RePEc:eee:jbfina:v:26:y:2002:i:5:p:909-921

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  1. Roman Kraeussl, 2003. "A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II," CFS Working Paper Series 2003/23, Center for Financial Studies. [Downloadable!]
    Other versions:
  2. Patrick Van Roy, 2005. "Credit ratings and the standardised approach to credit risk in Basel II," Working Paper Series 517, European Central Bank. [Downloadable!]
    Other versions:
  3. M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & April, . "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Center for Financial Institutions Working Papers 03-13, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    Other versions:
  4. Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2009. "Rating Assignments: Lessons from International Banks," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  5. Robert A. Eisenbeis & Larry D. Wall, 2002. "The major supervisory initiatives post-FDICIA: Are they based on the goals of PCA? Should they be?," Working Paper 2002-31, Federal Reserve Bank of Atlanta. [Downloadable!]
  6. Clara Cardone Riportella & Antonio Trujillo Ponce & Maria Jose Casasola, 2008. "Credit risk mitigation and SMEs bank financing in Basel II : the case of the Loan Guarantee Associations," Business Economics Working Papers wb084011, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
  7. Giovanni Butera & Robert Faff, 2006. "An integrated multi-model credit rating system for private firms," Review of Quantitative Finance and Accounting, Springer, vol. 27(3), pages 311-340, November. [Downloadable!] (restricted)
  8. M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "Global Business Cycles and Credit Risk," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
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