Estimation of Regulatory Credit Risk Models
Year of publication: |
2013-03
|
---|---|
Authors: | Montes, Carlos Pérez |
Institutions: | Banco de España |
Subject: | credit risk | default correlation | stress test | state space model | bootstrap | MLE |
-
Estimation of regulatory credit risk models
Pérez Montes, Carlos, (2013)
-
Estimation of regulatory credit risk models
Pérez Montes, Carlos, (2015)
-
Estimation of Regulatory Credit Risk Models
Pérez Montes, Carlos, (2013)
- More ...
-
Optimal capital structure and Regulatory Control
Montes, Carlos Pérez, (2011)
-
The impact of interbank and public debt markets on the competition for bank deposits
Montes, Carlos Pérez, (2013)
-
Estimation of regulatory credit risk models
Pérez Montes, Carlos, (2015)
- More ...