The link between default and recovery rates : effects on the procyclicality of regulatory capital ratios

Author(s)

• Altman, Edward I.
• Resti, Andrea
• Sironi, Andrea
• Bank for International Settlements

Bibliographic Information

The link between default and recovery rates : effects on the procyclicality of regulatory capital ratios

by Edward I. Altman, Andrea Resti and Andrea Sironi

（BIS working papers, no. 113）

Bank for International Settlements, c2002

Note

"Monetary and Economic Department"

"July 2002"

Includes bibliographical references (p. 24-26)

• NCID: BB15080332
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Basel
• Pages/Volumes: 26 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BB09801553