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Capital Charges Under Basel Ii: Corporate Credit Risk Modelling and the Macroeconomy · Study

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PreprintCapital Charges Under Basel Ii: Corporate Credit Risk Modelling and the Macroeconomy

Tor Jacobson2004

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Preprintgreen2004

Capital Charges Under Basel Ii: Corporate Credit Risk Modelling and the Macroeconomy

Tor Jacobson · Kenneth Carling · Jesper Lindé · Kasper F. Roszbach

31 citations·0/0 files stored·SSRN Electronic Journal

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Credit Risk and Financial Regulations Banking stability, regulation, efficiency Financial Risk and Volatility Modeling

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References

1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model 1991The Term Structure as a Predictor of Real Economic Activity 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators 1997Credit risk measurement: Developments over the last 20 years 1985Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress 1998The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?

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Year2004

Typepreprint

Published2004-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations31

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.2139/ssrn.488542

openalex_workW1539620285

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