Economic capital for nonperforming loans
Year of publication: |
2010
|
---|---|
Authors: | Weißbach, Rafael ; Wilkau, Carsten Lieres und |
Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 24.2010, 1, p. 67-85
|
Publisher: |
Springer |
Subject: | Economic capital | Regulatory capital | Nonperforming loan | Recovery | Loss given default |
-
A through-the-cycle model for retail lending economic capital
Breeden, Joseph L., (2012)
-
Cyclical implications of minimum capital requirements
Heid, Frank, (2005)
-
Capital regulation and banks' financial decisions
Zhu, Haibin, (2007)
- More ...
-
Modelling correlations in credit portfolio risk II
Rosenow, Bernd, (2007)
-
On Partial Defaults in Portfolio Credit Risk : A Poisson Mixture Model Approach
Weißbach, Rafael, (2005)
-
A rule of thumb for the economic capital of a large credit portfolio
Weißbach, Rafael, (2004)
- More ...