The Basel Committee Approach To Risk-Weights And External Ratings: What Do We Learn From Bond Spreads?
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More about this item
Keywordseurobonds; credit ratings; spreads; capital regulation; banks.;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-07-11 (All new papers)
- NEP-FIN-2005-07-11 (Finance)
- NEP-RMG-2005-07-11 (Risk Management)
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