A Capital Adequacy Buffer Model
Year of publication: |
2013-10-01
|
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Authors: | Allen, Allen, D.E. ; Powell, Powell, R.J. ; Singh, Singh, A.K. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | credit risk | capital buffer | distance to default | conditional value at risk | Capital adequacy buffer model |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 2013-32 |
Classification: | G01 - Financial Crises ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: |
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