Procyclicality and the new basel accord-banks' choice of loan rating system (Q2569183)
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scientific article; zbMATH DE number 2215028
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Procyclicality and the new basel accord-banks' choice of loan rating system |
scientific article; zbMATH DE number 2215028 |
Statements
Procyclicality and the new basel accord-banks' choice of loan rating system (English)
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18 October 2005
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endogenous default
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risk weights.
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0.7615136504173279
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0.737873911857605
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0.7232557535171509
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0.7210108041763306
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