The link between default and recovery rates
Subtitle: effects on the procyclicality of regulatory capital ratios
By: by Edward I. Altman, Andrea Resti and Andrea Sironi.
Contributors: Resti, Andrea.; Sironi, Andrea.; Bank for International Settlements. Monetary and Economic Dept.
Series: BIS working papers,; no. 113; BIS working papers (Online) ;; no. 113.
Publisher: Bank for International Settlements, Monetary and Economic Dept.
Published: 2002
Place of publication: Basel, Switzerland
Language: eng
Format: Electronic resource
Subjects: Default (Finance) -- Econometric models -- Congresses.; Bank capital -- Econometric models -- Congresses.; Credit ratings -- Econometric models -- Congresses.; Risk -- Econometric models -- Congresses.; Bonds -- Econometric models -- Congresses.; Business cycles -- Econometric models -- Congresses.
Genres: Congresses.
Notes: Also available in print.
Includes bibliographical references.
Title from home page (viewed on Nov. 4, 2003).
"July 2002."
Paper presented at a conference organised by BIS on "Changes in risk through time: measurement and policy options", held on Mar. 6, 2002.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.