An edition of The link between default and recovery rates (2002)

The link between default and recovery rates

effects on the procyclicality of regulatory capital ratios

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The link between default and recovery rates
Edward I. Altman
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Last edited by Open Library Bot
December 4, 2010 | History
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An edition of The link between default and recovery rates (2002)

The link between default and recovery rates

effects on the procyclicality of regulatory capital ratios

by

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Publisher
Bank for International Settlements, Monetary and Economic Dept.
Language
English

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Subjects
Bank capital, Bonds, Business cycles, Congresses, Credit ratings, Default (Finance), Econometric models, Risk

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Edition Availability
Cover of: The link between default and recovery rates
The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios
2002, Bank for International Settlements, Monetary and Economic Dept.
Electronic resource in English
  • Not in Library

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Book Details

Edition Notes

Also available in print.
Includes bibliographical references.
Title from home page (viewed on Nov. 4, 2003).
"July 2002."
Paper presented at a conference organised by BIS on "Changes in risk through time: measurement and policy options", held on Mar. 6, 2002.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.

Published in
Basel, Switzerland
Series
BIS working papers,, no. 113, BIS working papers (Online) ;, no. 113.
Genre
Congresses.

Classifications

Library of Congress
HG3879

The Physical Object

Format
Electronic resource

ID Numbers

Open Library
OL3285794M
LCCN
2003616553

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History

Download catalog record: RDF / JSON
December 4, 2010 Edited by Open Library Bot Added subjects from MARC records.
December 10, 2009 Created by WorkBot add works page