Distribution of credit-risk concentration in particular sectors of the economy, and economic capital before and during the COVID-19 pandemic
Year of publication: |
2023
|
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Authors: | Nehrebecka, Natalia |
Published in: |
Economic change & restructuring. - Dordrecht : Springer Science & Business Media B.V., ISSN 1574-0277, ZDB-ID 2232275-9. - Vol. 56.2023, 1, p. 129-158
|
Subject: | Economic capital | Monte Carlo methods | Multi-factor structural model | Sector concertation risk | Coronavirus | Wirkungsanalyse | Impact assessment | Monte-Carlo-Simulation | Monte Carlo simulation | Kapitalismus | Capitalism | Epidemie | Epidemic |
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