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Comments on "Credit ratings and the BIS capital adequacy reform agenda"

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  • Bliss, Robert

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  • Bliss, Robert, 2002. "Comments on "Credit ratings and the BIS capital adequacy reform agenda"," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 923-928, May.
    • Handle: RePEc:eee:jbfina:v:26:y:2002:i:5:p:923-928
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    References listed on IDEAS

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    1. 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.
    2. 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.
    3. repec:bla:jfinan:v:53:y:1998:i:4:p:1363-1387 is not listed on IDEAS
    4. 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.
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    Cited by:

    1. Bandyopadhyay, Arindam, 2007. "Credit Risk Models for Managing Bank’s Agricultural Loan Portfolio," MPRA Paper 5358, University Library of Munich, Germany.

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