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A Capital Accord for Emerging Economies?
7 references·2 citing·35 second hop
A Capital Accord for Emerging Economies? (2002)A Capital Accord for Emerging Economies?Will Basel II Contribute to Convergence in International Capital Flows (2003)Will Basel II Contribute to C…The Regulation and Supervision of Banks around the World: A New Database (2001)The Regulation and Supervisio…The regulation and supervision of banks around the world - a new database (2001)The regulation and supervisio…Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements (2001)Dimensions of Credit Risk and…Regulatory implications of credit risk modelling (2000)Regulatory implications of cr…A comparative anatomy of credit risk models (2000)A comparative anatomy of cred…A comparative analysis of current credit risk models (2000)A comparative analysis of cur…Banking and Regulation in Emerging Markets: The Role of External Discipline (2006)Banking and Regulation in Eme…Internal Ratings, the Business Cycle and Capital Requirements: Some Evidence from an Emerging Market Economy (2005)Internal Ratings, the Busines…Boom and Bust and Sovereign Ratings (1999)Retour sur le développement (2002)The New Basel Capital Accord and Its Impact on Japanese Banking: A Qualitative Analysis (2003)Macroeconomic Policies (2006)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Techniques for Verifying the Accuracy of Risk Measurement Models (1995)The Present and Future of Financial Risk Management (2005)Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics (2012)An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg (2017)Bank Runs, Deposit Insurance, and Liquidity (1983)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Law and Finance (1998)Modern Portfolio Theory and Investment Analysis. (1982)Economic Forces and the Stock Market (1986)The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications* (2005)Risk Assessment for Banking Systems (2006)Financial Development and Economic Growth: The Role of Stock Markets (2001)Governance and bank valuation (2007)Foreign Banks in Poor Countries: Theory and Evidence (2008)Bank competition and financial stability in Asia Pacific (2013)Capital regulation and insured banks choice of individual loan default risks (1989)Credit Risk in Private Debt Portfolios (1998)Stability of rating transitions (2000)A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules (2003)Capital Charges Under Basel Ii: Corporate Credit Risk Modelling and the Macroeconomy (2004)An Empirical Analysis of Bond Recovery Rates: Exploring a Structural View of Default (2005)Ratings migration and the business cycle, with application to credit portfolio stress testing (2002)Monitoring cyclicality of Basel II capital requirements (2007)Default, Credit Growth and Asset Prices (2012)An integrated credit rating and loan quality model: application to bank shipping finance (2014)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Good and bad credit contagion: Evidence from credit default swaps☆ (2007)A Stiglerian View on Banking Supervision (2004)The Role of Foreign Banks in Post-Crisis Asia: The Importance of Method of Entry (2009)Concentration and efficiency in the Vietnamese banking system between 1999 and 2009 (2013)
this work references cited by second hop

References

  • 2000A comparative analysis of current credit risk models967 cited
  • 2000A comparative anatomy of credit risk models719 cited
  • 2001The Regulation and Supervision of Banks around the World: A New Database657 cited
  • 2000Regulatory implications of credit risk modelling77 cited
  • 2001Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements67 cited
  • 2001The regulation and supervision of banks around the world - a new database58 cited
  • 2003Will Basel II Contribute to Convergence in International Capital Flows44 cited

Cited by

  • 2005Internal Ratings, the Business Cycle and Capital Requirements: Some Evidence from an Emerging Market Economy38 cited
  • 2006Banking and Regulation in Emerging Markets: The Role of External Discipline36 cited

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