Using Credit Ratings for Capital Requirementson Lending to Emerging Market Economies : Possible Impact of a New Basel Accord /

Using Credit Ratings for Capital Requirementson Lending to Emerging Market Economies : Possible Impact of a New Basel Accord /

The Basel Committee on Banking Supervision has proposed linking capital requirements for bank loans to ratings by commercial credit rating agencies. Estimates for 20 emerging market economies show that sovereign ratings react procyclically to crisis indicators. Ratings deteriorate if the real effect...

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Bibliografiske detaljer
Hovedforfatter:	Mulder, Christian
Andre forfattere:	Monfort, Brieuc
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 2000.
Serier:	IMF Working Papers; Working Paper ; No. 2000/069
Online adgang:	Full text available on IMF

Lignende værker

The Lending Channel in Emerging Economies : Are Foreign Banks Different? /
af: Vazquez, Francisco
Udgivet: (2007)

Foreign Currency Credit Ratings for Emerging Market Economies /
af: Perrelli, Roberto
Udgivet: (2001)

External Vulnerability in Emerging Market Economies : How High Liquidity Can Offset Weak Fundamentals and the Effects of Contagion /
af: Mulder, Christian
Udgivet: (1999)

Emerging Market Bank Lending and Credit Risk Control
af: Onyiriuba, Leonard
Udgivet: (2016)

Emerging Market Bank Lending and Credit Risk Control
af: Onyiriuba, Leonard
Udgivet: (2016)

Credit Rationing in Emerging Economies' Access to Global Capital Markets /
af: Zoli, Edda
Udgivet: (2004)

Bank Capital and Lending : An Extended Framework and Evidence of Nonlinearity /
af: Catalan, Mario
Udgivet: (2017)

Bank Lending in the Knowledge Economy /
af: Dell'Ariccia, Giovanni
Udgivet: (2017)

The Global Credit Crunch and Foreign Banks' Lending to Emerging Markets : Why Did Latin America Fare Better? /
af: Rai, Kulwant
Udgivet: (2010)

Credit Booms and Lending Standards : Evidence From the Subprime Mortgage Market /
af: Dell'Ariccia, Giovanni
Udgivet: (2008)

Determinants of Bank Credit in Emerging Market Economies /
af: Stepanyan, Vahram
Udgivet: (2011)

Reserve Requirementson Foreign Currency Deposits in Sub-Saharan Africa : Main Features and Policy Implications /
af: Kovanen, Arto
Udgivet: (2002)

Capital Inflows, Exchange Rate Flexibility, and Credit Booms /
af: Magud, Nicolas
Udgivet: (2012)

The New Basel Capital Accord : The Devil Is in the (Calibration) Details /
af: Kupiec, Paul
Udgivet: (2001)

Banking strategy, credit appraisal, and lending decisions
af: Bhattacharyya, Hrishikes

Sovereign Credit Ratings and Spreads in Emerging Markets : Does Investment Grade Matter? /
af: Jaramillo, Laura
Udgivet: (2011)

Credit Quality in Developing Economies : Remittances to the Rescue? /
af: Ebeke, Christian
Udgivet: (2014)

Reserve Requirementson Bank Deposits a+L558s Implicit Taxes : A Case Study of Italy /
af: Molho, Lazaros
Udgivet: (1992)

Reduction of bank lending rate: Some unsavoury implications
af: Islam, Mirza Azizul
Udgivet: (2018)

Bank Lending Rates and Financial Structure in Italy : A Case Study /
af: Ferri, Giovanni
Udgivet: (1995)

Risky Bank Lending and Optimal Capital Adequacy Regulation /
af: Benes, Jaromir
Udgivet: (2011)

Inflation Targeting and Exchange Rate Regimes in Emerging Markets /
af: Ebeke, Christian
Udgivet: (2015)

Capital Inflows and the Real Exchange Rate : Can Financial Development Cure the Dutch Disease? /
af: Saborowski, Christian
Udgivet: (2009)

Is Credit Easing Viable in Emerging and Developing Economies? : An Empirical Approach /
af: Jacome H., Luis I.
Udgivet: (2018)

The Role of the Exchange Rate in Inflation-Targeting Emerging Economies /
af: Nordstrom, Anna
Udgivet: (2009)

Exchange Rate Policy and Debt Crises in Emerging Economies /
af: Montiel, Peter
Udgivet: (2003)

Emerging Market Bond Spreads and Sovereign Credit Ratings : Reconciling Market Views with Economic Fundamentals /
af: Sy, Amadou
Udgivet: (2001)

Basel Capital Requirements and Credit Crunch in the MENA Region /
af: Ben Naceur, Sami
Udgivet: (2013)

Credit rating method of credit rating agency of Bangladesh (CRAB)
af: Nisa, Sifat-E-Monzur
Udgivet: (2015)

Exchange Rates and Trade Balance Adjustment in Emerging Market Economies.
Udgivet: (2006)

Testing a Disequilibrium Model of Lending Rate Determination : The Case of Malaysia /
af: Scholnick, Barry
Udgivet: (1991)

Exchange Rate Flexibility and Credit during Capital Inflow Reversals : Purgatory ... not Paradise /
af: Magud, Nicolas
Udgivet: (2014)

Syndicated Lending
af: Andrew Fight
Udgivet: (2004)

Syndicated Lending
af: Andrew Fight
Udgivet: (2004)

Basel III and Bank-Lending : Evidence from the United States and Europe /
af: Ben Naceur, Sami
Udgivet: (2017)

The Systemic Regulation of Credit Rating Agencies and Rated Markets /
af: Sy, Amadou
Udgivet: (2009)

Client-Focused Lending : the art of individual lending /
af: Churchill, Craig F
Udgivet: (1999)

Credit Constraints, Productivity Shocks and Consumption Volatility in Emerging Economies /
af: Bhattacharya, Rudrani
Udgivet: (2013)

The Independence of Credit Rating Agencies
af: Mattarocci, Gianluca
Udgivet: (2014)

Credit rating : operation and effectiveness
af: Islam, Md. Ashraful
Udgivet: (2016)