Loan portfolio loss models with more flexible asymmetry and tails for Korean banks and a comparison of their regional concentrations
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 | Theorie | Theory | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection | Südkorea | South Korea | Bankrisiko | Bank risk | Kreditgeschäft | Bank lending | Bank |
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