Allen, L., and A. Saunders. “A Survey of Cyclical Effects in Credit Risk Measurement Models.” BIS Working Paper No. 126, 2003.
Berger, A. N., and G. F. Udell. “Collateral, Loan Quality, and Bank Risk.” Journal of Monetary Economics
25 (1990), 21-42.Google Scholar
Berger, A. N., and G. F. Udell. “Relationship Lending and Lines of Credit in Small Firm Finance.” Journal of Business
68 (1995), 351-382.Google Scholar
Booth, J. R. “Contract Costs, Bank Loans, and the Cross-Monitoring Hypothesis.” Journal of Financial Economics
31 (1992), 25-41.Google Scholar
BIS, Basel Committee on Banking Supervision. “The Internal Ratings-Based Approach.” Consultative Document, January 2001a.
BIS, Basel Committee on Banking Supervision. “Potential Modifications to the Committee's Proposals.” Press release, November 2001b.
BIS, Basel Committee on Banking Supervision. “Basel Committee reaches agreement on New Capital Accord issues.” Press release, July 2002.
BIS, Basel Committee on Banking Supervision. “The New Basel Capital Accord.” Consultative Document, April 2003.
Borio, C., C. Furfine, and P. Lowe. “Procyclicality of the Financial System and Financial Stability: Issues and Policy Options.” BIS papers No. 1, 2001, pp. 1-57.
Corcóstegui, C., L. González-Mosquera, A. Marcelo, and C. Trucharte. “Analysis of Procyclical Effects on Capital Requirements Derived from a Rating System.” Basel Committee Workshop: Banking and Financial Stability: A Workshop on Applied Banking Research, Banca d'Italia, Rome, 2003, http://www.bis.org/bcbs/events/wkshop0303/p01truch.pdf.
D'Amato, J., and C. Furfine. “Are Credit Ratings Procyclical?” BIS Working Paper No. 129, 2003.
Danielsson, J., P. Embrechts, C. Goodhart, C. Keating, F. Muennich, O. Renault, and H. Song Shin. “An Academic Response to Basel II.” Special Paper 130, Financial Markets Group, London School of Economics, 2001.
Dietsch, M., and J. Petey. “The Credit Risk in SME Loans Portfolios: Modelling Issues, Pricing and Capital Requirements.” Journal of Banking and Finance 24 (2002).
DNB. “Towards a new Basel Capital Accord.” Quarterly Bulletin March (2001), 48-54.
ECB. “The new capital adequacy regime-the ECB perspective.” Monthly Bulletin May (2001), 59-74.
Ervin, W., and T. Wilde. “Procyclicality in the new Basel Accord.” Credit Risk Special Report, Risk Magazine (October 2001).
Fabi, F., A. Foglia, S. Laviola, and P. Marullo-Reedtz. “The new capital accord and the financing of the Italian corporate sector.” Mimeo, 2001.
Jiménez, G., and J. Saurina. “Collateral, Type of Lender and Relationship Banking as Determinants of Credit Risk.” Journal of Banking and Finance (forthcoming 2003).
Leeth, J. D., and J. A. Scott. “The Incidence of Secured Debt: Evidence from the Small Business Community.” Journal of Financial and Quantitative Analysis
24 (1989), 379-394.Google Scholar
López, J. A. “The Empirical Relationship between Average Asset Correlation, Firm Probability of Default and Asset Size.” Journal of Financial Intermediation
13, no. 2 (April 2004), 265-283.Google Scholar
Meier-Ewert, M. “Basel II. The Remaining Issues.” CEPS Policy Brief No. 13, March 2002.
Resti, A. “The New Basel Capital Accord: Structure, Possible Changes, Micro-and Macroeconomic Effects.” CEPS, 2002.