Loan portfolio loss models with more flexible asymmetry and tails for Korean banks and a comparison of their regional concentrations
Yongwoong Lee and Ser-Huang Poon
| Year of publication: |
2015
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|---|---|
| Authors: | Lee, Yong Woong ; Poon, Ser-Huang |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 51.2015, 3, Suppl.3, p. 118-139
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| Subject: | asset correlation | Basel capital | multi-factor model | systematic risk | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Südkorea | South Korea | Theorie | Theory | Kreditgeschäft | Bank lending | Korrelation | Correlation | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011404418