Procyclicality and the new basel accord-banks' choice of loan rating system

DOI10.1007/S00199-004-0534-0MaRDI QIDQ2569183zbMATH OpenOpenAlexFDO

Authors Eva Catarineu-Rabell, Patricia Jackson, Dimitrios P. Tsomocos

Publication date 18 October 2005

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL http://eprints.lse.ac.uk/24863/1/dp464.pdf

zbMATH Keywords

endogenous defaultrisk weights.

Mathematics Subject Classification ID

General equilibrium theory (91B50)

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