Modelling the economic value of credit rating systems

Journal of Banking and Finance

Volumn 31, Issue 1, 2007, Pages 181-198

  Jankowitsch, Rainer ^a   Pichler, Stefan ^a   Schwaiger, Walter S A ^b  

^a VIENNA UNIVERSITY OF ECONOMICS AND BUSINESS   (Austria)

^b VIENNA UNIVERSITY OF TECHNOLOGY   (Austria)

Author keywords

Adverse selection; Banking regulation; Basel; Capital requirements; Cohort method; Probability of default; Rating system

Indexed keywords

EID: 33845329139     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2006.01.003     Document Type: Article

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