A risk-factor model foundation for ratings-based bank capital rules

Michael Gordy

Journal of Financial Intermediation, 2003, vol. 12, issue 3, 199-232

Date: 2003
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Citations: View citations in EconPapers (322)

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Working Paper: A risk-factor model foundation for ratings-based bank capital rules (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinin:v:12:y:2003:i:3:p:199-232

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