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

Författare
Edward I. Altman
(Edward I. Altman, Andrea Resti and Andrea Sironi.)
Språk
Engelska
Förlag År Ort Om boken ISBN
Bank for International Settlements, Monetary and Economic Dept. 2002 Sverige, Basel, Switzerland 26 sidor. : ill. 30 cm.