Work

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

Year: 2002

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Edward I. Altman, Andrea Resti, Andrea Sironi

Institutions: New York University, Bocconi University

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1591342922

Cites: 5

Cited by: 46

Related to: 10