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Regulatory Issues on Credit Ratings
Company: Credit Risk
Year Of Publication: 2002
Month Of Publication: September
Pages: 315-334
Download Count: 737
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Comment Num: 0
Language: EN
Source:
Who Can Read: Free
Date: 2-26-2005
Publisher: Administrator
Summary
A persistent criticism of the 1988 Basel Capital Accord relates to seriousinconsistency between required capital amounts and the true economic risk of theassociated assets. In 1999, in response to this criticism, the Basel Committee onBanking Supervision proposed to revise the rules. Two rounds of consultative papershave been issued. This chapter reviews the history and current status of the proposed revision,highlights a number of criticisms and offers some thoughts on likely futuredevelopments.
Author(s)
Rowe, David Sign in to follow this author
Jovic, Dean Sign in to follow this author
Beutler, Marcel Sign in to follow this author
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