Measuring solvency risk using flexible distributions : an analysis for the Colombian banking system
Juan F. Rendón, Lina M. Cortés, and Diana Milena Pacheco-Ortiz
| Year of publication: |
2024
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|---|---|
| Authors: | Rendón, Juan F. ; Cortés, Lina M. ; Pacheco-Ortiz, Diana Milena |
| Published in: |
Latin American business review. - Binghamton, NY : [Verlag nicht ermittelbar], ISSN 1528-6932, ZDB-ID 2096818-8. - Vol. 25.2024, 2, p. 145-171
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| Subject: | Gram-Charlier expansions | quantile risk metrics | semi-nonparametric approach | solvency risk | Bankrisiko | Bank risk | Risikomanagement | Risk management | Kolumbien | Colombia | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure | Finanzsystem | Financial system | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10978526.2024.2346522 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014566887