Estimation of capital requirements in downturn conditions via the CBV model: Evidence from the Greek banking sector
Year of publication: |
2019
|
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Authors: | Papalamprou, Konstantinos ; Antoniou, Paschalis |
Published in: |
Operations Research Perspectives. - Amsterdam : Elsevier, ISSN 2214-7160. - Vol. 6.2019, p. 1-10
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Publisher: |
Amsterdam : Elsevier |
Subject: | Economic capital | Nonlinear programming | CreditRisk+ | Sector correlation |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1016/j.orp.2019.100102 [DOI] 1669492192 [GVK] hdl:10419/246392 [Handle] |
Classification: | G2 - Financial Institutions and Services ; G32 - Financing Policy; Capital and Ownership Structure ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C44 - Statistical Decision Theory; Operations Research ; C69 - Mathematical Methods and Programming. Other |
Source: |
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Papalamprou, Konstantinos, (2019)
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Fasano, Giovanni, (2022)
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Least Squares Fitting of Chacón-Gielis Curves by the Particle Swarm Method of Optimization
Mishra, SK, (2006)
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Papalamprou, Konstantinos, (2019)
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Optimization with binet matrices
Appa, Gautam, (2007)
- More ...