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CP3's Standardized Approach for Credit Risk and Current Capital Requirements

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  • Katherine Wyatt

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  • Katherine Wyatt, 2004. "CP3's Standardized Approach for Credit Risk and Current Capital Requirements," Journal of Financial Services Research, Springer;Western Finance Association, vol. 26(2), pages 103-119, October.
    • Handle: RePEc:kap:jfsres:v:26:y:2004:i:2:p:103-119
    DOI: 10.1023/B:FINA.0000037543.76478.7b
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    References listed on IDEAS

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    1. repec:zbw:bofrdp:2001_002 is not listed on IDEAS
    2. Katherine Wyatt, 2003. "Basel II's New Standardized Approach: Possible Effects of Implementation," Finance 0304010, University Library of Munich, Germany.
    3. Jacques, Kevin & Nigro, Peter, 1997. "Risk-based capital, portfolio risk, and bank capital: A simultaneous equations approach," Journal of Economics and Business, Elsevier, vol. 49(6), pages 533-547.
    4. Craig Furfine, 2001. "Bank Portfolio Allocation: The Impact of Capital Requirements, Regulatory Monitoring, and Economic Conditions," Journal of Financial Services Research, Springer;Western Finance Association, vol. 20(1), pages 33-56, September.
    5. Marc Saidenberg & Til Schuermann & May, "undated". "The New Basel Capital Accord and Questions for Research," Center for Financial Institutions Working Papers 03-14, Wharton School Center for Financial Institutions, University of Pennsylvania.
    6. C. H. Furfine & Jeffery D. Amato, 2003. "Are credit ratings procyclical?," BIS Working Papers 129, Bank for International Settlements.
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