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.
References listed on IDEAS
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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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