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

Author(s)

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

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Note

"Monetary and Economic Department"

"July 2002"

Includes bibliographical references (p. 24-26)

Related Books: 1-1 of 1

Details

  • 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
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