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

Altman, Edward I.; Resti, Andrea; Sironi, Andrea

The Link between default and recovery rates: effects on the procyclicality of regulatory capital ratios - Basle Bank for International Settlements 2002 - 26 p. See BIS 332.15 HO (Includes Acc. Nos. 32722, 32723, 32724 & 32725)

ISSN: 1020-0959

Subjects--Topical Terms:
Finance

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