Models for Risk Aggregation and Sensitivity Analysis: An Application to Bank Economic Capital

Journal of Risk and Financial Management
doi 10.3390/jrfm2010118
Full Text
Abstract

Available in full text

Date
Authors
Publisher

MDPI AG

Related search

Bank Capital and Risk Taking

SSRN Electronic Journal
1999English

Uninsured Countercyclical Risk: An Aggregation Result and Application to Optimal Monetary Policy

Journal of the European Economic Association
EconomicsEconometricsFinance
2012English

Sensitivity of Credit Risk to Bank Specific and Macro Economic Determinants: Empirical Evidence From Indian Banking Industry

International Journal of Management Studies
2018English

Sensitivity Analysis of Infectious Disease Models: Methods, Advances and Their Application

Journal of the Royal Society Interface
BiochemistryBiophysicsBiomaterialsBiotechnologyBioengineeringBiomedical Engineering
2013English

Human Capital, Social Capital and Scientific Research in Europe: An Application of Linear Hierarchical Models*

Manchester School
EconomicsEconometrics
2012English

Capital Market and Economic Growth in Nigeria an Empirical Analysis

IOSR Journal of Humanities and Social Science
2013English

On the Aggregation of Local Risk Models for Global Risk Management

SSRN Electronic Journal
2003English

Bank Capital and Lending: An Analysis of Commercial Banks in the United States

SSRN Electronic Journal
2013English

Bank Capital and Risk in the South Eastern European Region

SSRN Electronic Journal
2011English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy