Procyclicality and the new Basel Accord - Banks' choice of loan rating system

Economic Theory

Volumn 26, Issue 3, 2005, Pages 537-557

  Catarineu Rabell, Eva ^a   Jackson, Patricia ^b   Tsomocos, Dimitrios P ^b,c,d  

^a BANCO DE ESPAÑA   (Spain)

^b BANK OF ENGLAND   (United Kingdom)

^c UNIVERSITY OF OXFORD   (United Kingdom)

^d LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Bank rating; Basel Accord; Endogenous default; Procyclicality; Risk weights

Indexed keywords

EID: 22044458144     PISSN: 09382259     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00199-004-0534-0     Document Type: Review

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