Credit Ratings and the Bis Reform Agenda

26 Pages Posted: 13 Nov 2008

See all articles by Edward I. Altman

Edward I. Altman

New York University (NYU) - Salomon Center; New York University (NYU) - Department of Finance

Anthony Saunders

New York University - Leonard N. Stern School of Business

Multiple version iconThere are 3 versions of this paper

Date Written: 2000

Abstract

The authors are the Max L. Heine and John M. Schiff Professors of Finance, Stern School of Business, NYU. This is an updated and revised paper from the authors report on "An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings," (submitted to the BIS and published in the Journal of Banking & Finance, Vol. 25, #1, January, 2001). The authors wish to thank Sreedar Bharath for his computational assistance and Robyn Vanterpool of the NYU Salomon Center for her coordination.This paper was first prepared for the NYU Salomon Center/University of Maryland research project on "The Role of Credit Reporting Systems in the International Economy," sponsored by the Center for International Political Economy. It was prepared for the project s conference in Washington D.C. on March 1-2, 2001 at the headquarters of the World Bank.

Suggested Citation

Altman, Edward I. and Saunders, Anthony, Credit Ratings and the Bis Reform Agenda (2000). NYU Working Paper No. FIN-00-060, Available at SSRN: https://ssrn.com/abstract=1300737

Edward I. Altman (Contact Author)

New York University (NYU) - Salomon Center ( email )

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New York University (NYU) - Department of Finance ( email )

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Anthony Saunders

New York University - Leonard N. Stern School of Business ( email )

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9-190, MEC
New York, NY 10012-1126
United States
212-998-0711 (Phone)
212-995-4220 (Fax)

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