Pausch, Thilo (contributor); Welzel, Peter (contributor) - 2002 - [Elektronische Ressource]
: credit risk, capital adequacy, regulation, risk aversion.
JEL classification: G21, G28
∗Corresponding author. Department of … results are derived.
Keywords: credit risk, capital adequacy, regulation, risk aversion.
JEL classification: G21, G28
1 …–Neumann–Morgenstern
utility function to represent a bank management’s attitude towards risk in general
and risk aversion in particular. A standard …