A capital adequacy buffer model
D. E. Allen, M. McAleer, R. J. Powell and A. K. Singh
| Year of publication: |
Februar 2016
|
|---|---|
| Authors: | Allen, David E. ; McAleer, Michael ; Powell, R. J. ; Singh, Abhay Kumar |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 23.2016, 1/3, p. 175-179
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| Subject: | Credit risk | capital buffer | distance to default | capital adequacy buffer model | Theorie | Theory | Kreditrisiko | Basler Akkord | Basel Accord | Bankenliquidität | Bank liquidity | Kreditgeschäft | Bank lending | Bilanzstrukturmanagement | Asset-liability management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2015.1061639 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011414540