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
Keywords :
Basel II , Default probability , Business cycle , Procyclicality , Capital requirement
Journal title :
Journal of Banking and Finance
Journal title :
Journal of Banking and Finance