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  • Search: subject:"Probability of breaching"
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Basel Accord 1 Basel III rules 1 Basler Akkord 1 Credit default swap 1 Credit derivative 1 Credit risk 1 Global Systemically Important Financial Institutions 1 Kreditderivat 1 Kreditrisiko 1 Merton model 1 Probability of breaching 1 Theorie 1 Theory 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Brogi, Marina 1 Fabozzi, Frank J. 1 Lagasio, Valentina 1 Russo, Vincenzo 1
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Annals of finance 1
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ECONIS (ZBW) 1
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Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo; Lagasio, Valentina; Brogi, Marina; … - In: Annals of finance 16 (2020) 1, pp. 141-157
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