An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings
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References listed on IDEAS
- Altman, Edward I, 1989. " Measuring Corporate Bond Mortality and Performance," Journal of Finance, American Finance Association, vol. 44(4), pages 909-922, September.
- Altman, Edward I. & Saunders, Anthony, 1997. "Credit risk measurement: Developments over the last 20 years," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1721-1742, December.
- Mark Carey, 1998. "Credit Risk in Private Debt Portfolios," Journal of Finance, American Finance Association, vol. 53(4), pages 1363-1387, August.
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- Gropp, Reint & Vesala, Jukka & Vulpes, Giuseppe, 2006.
"Equity and Bond Market Signals as Leading Indicators of Bank Fragility,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 38(2), pages 399-428, March.
- Reint Gropp & Jukka M. Vesala & Giuseppe Vulpes, 2002. "Equity and bond market signals as leading indicators of bank fragility," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
- Gropp, Reint & Vesala, Jukka & Vulpes, Giuseppe, 2002. "Equity and bond market signals as leading indicators of bank fragility," Working Paper Series 0150, European Central Bank.
- Dziawgo Danuta, 2012. "Present and Future Position of Credit Rating," Folia Oeconomica Stetinensia, De Gruyter Open, vol. 12(2), pages 160-174, December.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2000-10-31 (All new papers)
- NEP-CBA-2000-11-13 (Central Banking)
- NEP-CFN-2000-10-31 (Corporate Finance)
- NEP-FMK-2000-10-31 (Financial Markets)
- NEP-IAS-2000-10-31 (Insurance Economics)
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