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Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements

In: Prudential Supervision: What Works and What Doesn't

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  • Mark Carey
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    This chapter was published in:

  • Frederic S. Mishkin, 2001. "Prudential Supervision: What Works and What Doesn't," NBER Books, National Bureau of Economic Research, Inc, number mish01-1, Ekim.
    This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number 10761.

    Handle: RePEc:nbr:nberch:10761

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    Cited by:
    1. Carey, Mark, 2002. "A guide to choosing absolute bank capital requirements," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 929-951, May.
    2. Abel Elizalde & Rafael Repullo, 2007. "Economic and Regulatory Capital in Banking: What Is the Difference?," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 3(3), pages 87-117, September.
    3. Rodriguez, Adolfo & Trucharte, Carlos, 2007. "Loss coverage and stress testing mortgage portfolios: A non-parametric approach," Journal of Financial Stability, Elsevier, vol. 3(4), pages 342-367, December.
    4. Michael B. Gordy, 2002. "A risk-factor model foundation for ratings-based bank capital rules," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2002-55, Board of Governors of the Federal Reserve System (U.S.).
    5. Mark Carey, 2002. "A guide to choosing absolute bank capital requirements," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 726, Board of Governors of the Federal Reserve System (U.S.).

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