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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
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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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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