Credit ratings and the standardised approach to credit risk in Basel II
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- Van Roy, Patrick, 2005. "Credit ratings and the standardised approach to credit risk in Basel II," Working Paper Series 517, European Central Bank.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hauck, Achim & Neyer, Ulrike, 2014. "Disagreement between rating agencies and bond opacity: A theoretical perspective," Economics Letters, Elsevier, vol. 123(1), pages 82-85.
- Hasan, Iftekhar & Kim, Suk-Joong & Wu, Eliza, 2015.
"The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord,"
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- Hasan, Iftekhar & Kim, Suk-Joong & Wu, Eliza, 2014. "The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 accord," Research Discussion Papers 25/2014, Bank of Finland.
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- Tewari, Manish & Byrd, Anthony & Ramanlal, Pradipkumar, 2015. "Callable bonds, reinvestment risk, and credit rating improvements: Role of the call premium," Journal of Financial Economics, Elsevier, vol. 115(2), pages 349-360.
More about this item
KeywordsNew Basel Accord; capital requirements; credit rating agencies;
- G - Financial Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-09-29 (All new papers)
- NEP-FMK-2005-09-29 (Financial Markets)
- NEP-REG-2005-09-29 (Regulation)
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