Benchmarking Model of Default Probabilities of Listed Companies

Cho-Hoi Hui, Eric Tak-Chuen Wong, Chi-Fai Lo and Ming-Xi Huang

Chapter 9 in The Banking Sector in Hong Kong, 2008, pp 191-213 from Palgrave Macmillan

Abstract: Abstract The Basel Committee on Banking Supervision is responsible for proposing capital requirements for internationally active banks. The Committee first proposed the Basel New Capital Accord, also known as Basel II, in 1999, with the final version (Basel Committee on Banking Supervision 2004) in June 2004. By year-end 2006, Basel II is expected to replace the original Basel Accord, which was implemented in 1988.

Keywords: Credit Risk; Term Structure; Credit Spread; Default Rate; Leverage Ratio (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:pal:pmschp:978-0-230-22737-8_9

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DOI: 10.1057/9780230227378_9

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