Index

Accounts payable ratio, 110–111

Accounts receivable ratio, 110–111

Actuarial-based methods, 33

Administrative characteristics, 23

Age, natural logarithm of, 113

Assets, 15

average return on, 116

Balance sheet, 13, 102

Bank size, 64

Basel Capital Accords, 47, 63, 78, 83, 85, 87, 88, 91, 92

Basel Committee on Banking Supervision, 83, 85, 88, 98, 100, 101

Basel II Capital Accord, 25–26, 31

Borrower characteristics, 36–37

Borrower rating, 6, 11

Budget implementation, 23

Buyer, 6

Capital adequacy regulation, trade credit instruments in, 83–84

capital regulation on large exposures, 100–103

credit risk capital requirements, 84–90

standardized methodology, 91–92

under IRB Methodology, 92–100

Capital allocation, 34

against credit risk, 70

Capital ...

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