Work

The risk-weights in the New Basel Capital Accord: Lessons from bond spreads based on a simple structural model

Year: 2006

Type: article

Source: Journal of Financial Intermediation

DOI: 10.1016/j.jfi.2006.04.002

Authors: Andrea Resti, Andrea Sironi

Institution: Bocconi University

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1971870638

FWCI: 2.114

Cites: 19

Cited by: 19

Related to: 10