CP3's Standardized Approach for Credit Risk and Current Capital Requirements
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Bibliographic InfoArticle provided by Springer in its journal Journal of Financial Services Research.
Volume (Year): 26 (2004)
Issue (Month): 2 (October)
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Web page: http://www.springerlink.com/link.asp?id=102934
Risk-based capital; bank capital regulation; Basel Accord.;
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- Marc Saidenberg & Til Schuermann & May, . "The New Basel Capital Accord and Questions for Research," Center for Financial Institutions Working Papers 03-14, Wharton School Center for Financial Institutions, University of Pennsylvania.
- C. H. Furfine & Jeffery D. Amato, 2003. "Are credit ratings procyclical?," BIS Working Papers 129, Bank for International Settlements.
- Katherine Wyatt, 2003. "Basel II's New Standardized Approach: Possible Effects of Implementation," Finance 0304010, EconWPA.
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