Latin American credit ratings, the New Basel Capital Accord and portfolio risk
Commercial banks are required by regulation to maintain capital that varies with the perceived risk ofbanking assets. The risk-based capital rule initially introduced by the Bank for International Settlements in 1988 is under revision. This study provides an empirical analysis of proposed capital r...
| Main Authors: | , |
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| Format: | Article |
| Language: | Portuguese |
| Published: |
Universidade de São Paulo
2002-06-01
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| Series: | Economia Aplicada |
| Subjects: | |
| Online Access: | https://www.revistas.usp.br/ecoa/article/view/219909 |