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Search: subject:"Unconditional capital"
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Unconditional capital
4
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Casals, José
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Ferrer, Alex
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Sotoca, Sonia
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Conditional coverage and its role in determining and assessing long-term capital requirements
Ferrer, Alex
;
Casals, José
;
Sotoca, Sonia
-
Facultad de Ciencias Económicas y Empresariales, …
-
2014
interpretation of the
unconditional
capital
. For the latter, we propose using the minimum of the conditional coverage vector in the …
Persistent link: https://www.econbiz.de/10011162545
Saved in:
2
Efficient estimation of
unconditional
capital
by Monte Carlo simulation
Ferrer, Alex
;
Casals, José
;
Sotoca, Sonia
- In:
Finance research letters
16
(
2016
),
pp. 75-84
Persistent link: https://www.econbiz.de/10011655082
Saved in:
3
Sample dependency during unconditional credit capital estimation
Ferrer, Alex
;
Casals, José
;
Sotoca, Sonia
- In:
Finance research letters
15
(
2015
),
pp. 175-186
Persistent link: https://www.econbiz.de/10011553172
Saved in:
4
Capital cyclicality, conditional coverage and long-term capital assessment
Ferrer, Alex
;
Casals, José
;
Sotoca, Sonia
- In:
Finance research letters
15
(
2015
),
pp. 246-256
Persistent link: https://www.econbiz.de/10011553239
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