Efficient estimation of unconditional capital by Monte Carlo simulation
Year of publication: |
February 2016
|
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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. 16.2016, p. 75-84
|
Subject: | Capital estimation | Charge-off | Credit risk | Monte Carlo simulation | Unconditional capital | Monte-Carlo-Simulation | Kreditrisiko | Schätztheorie | Estimation theory | Simulation |
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