SZodixStudyAcademic Library

Shelves Open access

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

A Critique of Revised Basel II · Study

ArticleShelves

ArticleA Critique of Revised Basel II

Robert A. Jarrow2007

Article2007

A Critique of Revised Basel II

Robert A. Jarrow

32 citations·0/0 files stored·Journal of Financial Services Research

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

Banking stability, regulation, efficiency Credit Risk and Financial Regulations Global Financial Regulation and Crises

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 — 32 citations exist upstream.

References

2004Credit Risk: Modeling, Valuation and Hedging 1988Risk in Banking and Capital Regulation 2006Multi-period corporate default prediction with stochastic covariates 2003A risk-factor model foundation for ratings-based bank capital rules 2001Value at Risk 2004Bankruptcy Prediction with Industry Effects 1999Estimating the Price of Default Risk 1981Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital

Related works

Explore the map →

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

2009MODELING THE RECOVERY RATE IN A REDUCED FORM MODELarticle · 5 shared references 2016Systematic Risk in Recovery Rates: An Empirical Analysis of Us Corporate Credit Exposurespreprint · 4 shared references 2009Credit Risk Models with Incomplete Informationarticle · 4 shared references 2010From actual to risk-neutral default probabilities: Merton and beyondarticle · 4 shared references 2009The Term Structure of Interest Ratesreview · 4 shared references 2009Frailty Correlated Defaultarticle · 3 shared references

Details

Year2007

Typearticle

Published2007-04-12

VenueJournal of Financial Services Research

ISSN-L0920-8550

Languageen

Citations32

Files0 public / 0

ShelfBanking stability, regulation, efficiency

Identifiers

doi10.1007/s10693-007-0006-3

openalex_workW2004346218

Links

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