Altman, Edward I.; Resti, Andrea; Sironi, Andrea <br/><br/>
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) 
<br/><br/> ISSN: 1020-0959 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance