Capital cyclicality, conditional coverage and long-term capital assessment
Year of publication: |
November 2015
|
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Authors: | Ferrer, Alex ; Casals, José ; Sotoca, Sonia |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 15.2015, p. 246-256
|
Subject: | Capital assessment | Capital cyclicality | Charge-off | Conditional coverage | Credit risk | Unconditional capital | Konjunktur | Business cycle | Kreditrisiko | Kapitalismus | Capitalism |
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