Estimation of capital requirements in downturn conditions via the CBV model : evidence from the Greek banking sector
Year of publication: |
2019
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Authors: | Papalamprou, Konstantinos ; Antoniou, Paschalis |
Published in: |
Operations research perspectives. - Amsterdam [u.a.] : Elsevier, ISSN 2214-7160, ZDB-ID 2821932-6. - Vol. 6.2019, p. 1-10
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Subject: | Economic capital | Nonlinear programming | CreditRisk+ | Sector correlation | Griechenland | Greece | Bank | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Schätzung | Estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1016/j.orp.2019.100102 [DOI] hdl:10419/246392 [Handle] |
Classification: | G2 - Financial Institutions and Services ; G32 - Financing Policy; Capital and Ownership Structure ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C44 - Statistical Decision Theory; Operations Research ; C69 - Mathematical Methods and Programming. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
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