Walter S. A. Schwaiger

Vienna University of Technology - Department of Accounting and Controlling

Theresianumgasse 25

A-1040 Vienna

Austria

SCHOLARLY PAPERS

2

DOWNLOADS
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751

CITATIONS
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9

Scholarly Papers (2)

1.

Rating Granularity and Basel II Capital Requirements

Number of pages: 21 Posted: 05 Jan 2004
Rainer Jankowitsch, Walter S. A. Schwaiger and Stefan Pichler
WU (Vienna University of Economics and Business), Vienna University of Technology - Department of Accounting and Controlling and WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
Downloads 532 (39,891)
Citation 3

Abstract:

Rating system, cohort method, Basel, banking regulation, capital requirements, probability of default, Beta distribution, Jensen's inequality

2.

Modelling the Economic Value of Credit Rating Systems

Number of pages: 34 Posted: 28 Feb 2005
Rainer Jankowitsch, Walter S. A. Schwaiger and Stefan Pichler
WU (Vienna University of Economics and Business), Vienna University of Technology - Department of Accounting and Controlling and WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
Downloads 201 (118,683)
Citation 6

Abstract:

Rating system, cohort method, Basel, banking regulation, capital requirements, probability of default, adverse selection