| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w7629 |
| 来源ID | Working Paper 7629 |
| Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements | |
| Mark Carey | |
| 发表日期 | 2000-03-01 |
| 出版年 | 2000 |
| 语种 | 英语 |
| 摘要 | Now in prospect is a major revision of international bank capital regulations that would embody recent advances in credit risk measurement and management. Previous regulations have been simpler in structure, with a primary goal of getting capital requirements right on average, and thus have largely ignored the difference between average and marginal. This paper presents evidence that explicit treatment in new regulations of several important dimensions of credit risk is necessary. If such dimensions are compressed or ignored, capital arbitrage activities by banks are likely to continue, leading to an increase in bank failure rates over time. |
| URL | https://www.nber.org/papers/w7629 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/565180 |
| 推荐引用方式 GB/T 7714 | Mark Carey. Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements. 2000. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w7629.pdf（346KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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