Measuring solvency risk using flexible distributions : an analysis for the Colombian banking system
Year of publication: |
2024
|
---|---|
Authors: | Rendón, Juan F. ; Cortés, Lina M. ; Pacheco-Ortiz, Diana Milena |
Published in: |
Latin American business review. - Binghamton, NY : [Verlag nicht ermittelbar], ISSN 1528-6932, ZDB-ID 2096818-8. - Vol. 25.2024, 2, p. 145-171
|
Subject: | Gram-Charlier expansions | quantile risk metrics | semi-nonparametric approach | solvency risk | Bankrisiko | Bank risk | Risikomanagement | Risk management | Kolumbien | Colombia | Messung | Measurement | Risiko | Risk |
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