Title of article
Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities
Author/Authors
Chiara Pederzoli، نويسنده , , Costanza Torricelli، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
20
From page
3121
To page
3140
Keywords
Basel II , Default probability , Business cycle , Procyclicality , Capital requirement
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193805
Link To Document