SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The New Basel Capital Framework and its Implementation in the European Union · Study

PreprintShelves

PreprintThe New Basel Capital Framework and its Implementation in the European Union

Frank Dierick2005

OA

Preprintgreen2005

The New Basel Capital Framework and its Implementation in the European Union

Frank Dierick · Fatima Pires · Martin Scheicher · Kai Gereon Spitzer

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

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Global Financial Regulation and Crises Banking stability, regulation, efficiency Finance, Markets, and Regulation

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 39 citations exist upstream.

References

2003A risk-factor model foundation for ratings-based bank capital rules 2003Credit Risk : Pricing, Measurement, and Management 2002Ratings migration and the business cycle, with application to credit portfolio stress testing 2004Cyclical implications of the Basel II capital standards 2006Procyclicality in Basel II: Can we treat the disease without killing the patient?2004Are credit ratings procyclical?2003Should SME exposures be treated as retail or corporate exposures? A comparative analysis of default probabilities and asset correlations in French and German SMEs 2003Credit risk measurement and procyclicality

Cited by

2012Oil market structure, network effects and the choice of currency for oil invoicing

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2005Capital requirements and business cycle regimes: Forward-looking modelling of default probabilitiesarticle · 6 shared references 2006Procyclicality and Volatility in the Financial System: the Implementation of Basel II and IAS 39chapter · 6 shared references 2011Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit modelarticle · 5 shared references 2006Macroeconomic Dynamics and Credit Risk: A Global Perspectivearticle · 4 shared references 2011Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forwardreview · 4 shared references 2009BANK CAPITAL REQUIREMENTS, BUSINESS CYCLE FLUCTUATIONS AND THE BASEL ACCORDS: A SYNTHESISarticle · 4 shared references

Details

Year2005

Typepreprint

Published2005-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations39

Files0 public / 0

ShelfGlobal Financial Regulation and Crises

Identifiers

doi10.2139/ssrn.807416

openalex_workW1540892586

Links

Imported from OpenAlex (CC0) — nothing here is generated.