Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio
Year of publication: |
2003-12
|
---|---|
Authors: | Derviz, Alexis ; Kadlcakova, Narcisa ; Kobzova, Lucie |
Institutions: | Česká Národní Banka |
Subject: | credit risk | economic capital | market risk | New Basel Capital Accord | systemic uncertainty |
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