Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements

Mark Carey
Published Date
Copyright 2001
ISBN 9780226531885
Prudential Supervision
Book: Prudential Supervision: What Works and What Doesn't
Book editor: Frederic S. Mishkin
PUBLISHER: University of Chicago Press
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  • Mark Carey, Prudential Supervision: What Works and What Doesn't (University of Chicago Press, 2001), chap. 6, https://www.nber.org/books-and-chapters/prudential-supervision-what-works-and-what-doesnt/dimensions-credit-risk-and-their-relationship-economic-capital-requirements.

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Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements
- Working Paper
Now in prospect is a major revision of international bank capital regulations that would embody recent advances in...

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