The risk-weights in the New Basel Capital Accord: Lessons from bond spreads based on a simple structural model

Journal of Financial Intermediation

Volumn 16, Issue 1, 2007, Pages 64-90

  Resti, Andrea ^a   Sironi, Andrea ^a  

^a BOCCONI UNIVERSITY   (Italy)

Author keywords

Banks; Capital regulation; Credit ratings; Deposit insurance; Eurobonds; Spreads; Structural models

Indexed keywords

EID: 33845230391     PISSN: 10429573     EISSN: 10960473     Source Type: Journal    
DOI: 10.1016/j.jfi.2006.04.002     Document Type: Article

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