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An analysis and critique of the BIS proposal on capital adequacy and ratings

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References

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2013FIRM DEFAULT AND AGGREGATE FLUCTUATIONS80 cited
2002Credit ratings and the BIS capital adequacy reform agenda78 cited
2005Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?78 cited
2002The New Basel Capital Accord: Making it Effective with Stronger Market Discipline72 cited
2005

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Credit Risk Models and Agricultural Lending

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2005The Institutional Memory Hypothesis and the Procyclicality of Bank Lending Behavior70 cited

2017CMBS Subordination, Ratings Inflation, and Regulatory‐Capital Arbitrage61 cited

2011A note comparing support vector machines and ordered choice models’ predictions of international banks’ ratings58 cited

2010Basel II as a casualty of the global financial crisis57 cited

2003Value-at-risk vs. building block regulation in banking55 cited

2004The Basel Capital Accords and International Mortgage Markets: A Survey of the Literature53 cited

2005The Future of Banking Regulation in Developed Countries: Lessons from and for Europe53 cited