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Economic capital structure and banking financial risks aggregation
Pomorina, Marina - In: Risk assessment and financial regulation in emerging …, (pp. 251-273). 2021
Banks must maintain a balance between their own capital and the level of accepted aggregate risk to ensure financial stability. This paradigm is expressed in terms of capital adequacy requirements to both the minimum capital required to cover regulatory risks and the risk capital required to...
Persistent link: https://www.econbiz.de/10012591753
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Fair value accounting and bank default : the effects of Level 3 assets on default risk and default costs
Riepe, Jan - In: Essays in empirical banking, (pp. 18-55). 2014
Persistent link: https://www.econbiz.de/10011375871
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Survival analysis and ROC analysis in analyzing credit risks : assessing default risks over time
Hu, Nan; Cheng, Haojie - In: Analyzing risk through probabilistic modeling in …, (pp. 380-403). 2016
Persistent link: https://www.econbiz.de/10011476968
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Estimation of credit default probabilities in the context of network dependency
Pelican, Andrin - In: Essays in game theory and network economics, (pp. 61-90). 2019
Persistent link: https://www.econbiz.de/10012130926
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Default to Delaware
Taylor, Jon - In: Do more faster : techstars lessons to accelerate your …, (pp. 277-278). 2019
Persistent link: https://www.econbiz.de/10012108505
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Law and neuroeconomics of credit default and lender protection : Uruguay vis-à-vis India
Das, Rituparna - In: Transcontinental strategies for industrial development …, (pp. 245-265). 2017
Persistent link: https://www.econbiz.de/10011708837
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The leverage cycle, default, and foreclosure
Geanakoplos, John - In: Macroeconomic and financial stability : challenges for …, (pp. 161-214). 2014
Persistent link: https://www.econbiz.de/10011771496
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Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo
Duan, Jin-Chuan; Wang, W.-T. - In: Applied quantitative finance, (pp. 73-91). 2017
Persistent link: https://www.econbiz.de/10011794954
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Using public information to predict corporate default risk
Peng, C.N.; Lin, J.L. - In: Applied quantitative finance, (pp. 129-151). 2017
Persistent link: https://www.econbiz.de/10011794957
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Collateralized borrowing and default risk
Lütkebohmert-Holtz, Eva; Xiao, Yajun - In: Advanced modelling in mathematical finance : in honour …, (pp. 167-187). 2016
Persistent link: https://www.econbiz.de/10011800358