Pricing risky bank loans in the new Basel 2 environment
- 1 March 2006
- journal article
- Published by Springer Science and Business Media LLC in Journal of Banking Regulation
- Vol. 7 (3), 243-267
- https://doi.org/10.1057/palgrave.jbr.2350026
Abstract
No abstract availableKeywords
Other Versions
This publication has 3 references indexed in Scilit:
- A risk-factor model foundation for ratings-based bank capital rulesJournal of Financial Intermediation, 2003
- An Analysis of European Banks SND Issues and Its Implications for the Design of a Mandatory Subordinated Debt PolicySSRN Electronic Journal, 2001
- European Banks and the Creditmetrics Model: Can We Make Its Implementation Easier?Published by Springer Science and Business Media LLC ,2000