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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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.
- Iftekhar Hasan & Suk-Joong Kim & Eliza Wu, 2018.
"The Effects of Ratings-Contingent Regulation on International Bank Lending Behavior: Evidence from the Basel 2 Accord,"
World Scientific Book Chapters,in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 16, pages 547-603
World Scientific Publishing Co. Pte. Ltd..
- 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," Journal of Banking & Finance, Elsevier, vol. 61(S1), pages 53-68.
- 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.
- repec:wsi:medjxx:v:05:y:2013:i:02:n:s1793812013500144 is not listed on IDEAS
- 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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