Comments on "Credit ratings and the BIS capital adequacy reform agenda"
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- Rudiger Kiesel & William Perraudin & Alex Taylor, 2001. "The structure of credit risk: spread volatility and ratings transitions," Bank of England working papers 131, Bank of England.
- Altman, Edward I. & Bharath, Sreedhar T. & Saunders, Anthony, 2002. "Credit ratings and the BIS capital adequacy reform agenda," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 909-921, May.
- Mark Carey, 1998. "Credit Risk in Private Debt Portfolios," Journal of Finance, American Finance Association, vol. 53(4), pages 1363-1387, August.
- Altman, Edward I. & Saunders, Anthony, 2001.
"An analysis and critique of the BIS proposal on capital adequacy and ratings,"
Journal of Banking & Finance, Elsevier, vol. 25(1), pages 25-46, January.
- Edward Altman & Anthony Saunders, 2000. "An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-084, New York University, Leonard N. Stern School of Business-.
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Cited by:
- Bandyopadhyay, Arindam, 2007.
"Credit Risk Models for Managing Bank’s Agricultural Loan Portfolio,"
MPRA Paper
5358, University Library of Munich, Germany.
- Bandyopadhyay, Arindam, 2007. "Credit Risk Models for Managing Bank’s Agricultural Loan Portfolio," MPRA Paper 5357, University Library of Munich, Germany.
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