Internal ratings, the business cycle and capital requirements
Subtitle: some evidence from an emerging market economy
By: by Miguel A. Segoviano and Philip Lowe.
Contributors: Lowe, Philip, 1961-; Bank for International Settlements. Monetary and Economic Dept.
Series: BIS working papers,; no. 117; BIS working papers (Online) ;; no. 117.
Publisher: Bank for International Settlements, Monetary and Economic Dept.
Published: 2002
Place of publication: Basel, Switzerland
Language: eng
Format: Electronic resource
Subjects: Risk assessment -- Econometric models.; Bank capital -- Econometric models.; Business cycles -- Econometric models.; Credit ratings -- Econometric models.
Notes: Also available in print.
Includes bibliographical references.
Title from home page (viewed on Nov. 3, 2003).
"September 2002."
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.