Economic capital for nonperforming loans-Reference-Cited by-同舟云学术

Economic capital for nonperforming loans

Published:2009-12-24 Issue:1 Volume:24 Page:67-85
ISSN:1934-4554
Container-title:Financial Markets and Portfolio Management
language:en
Short-container-title:Financ Mark Portf Manag

Author:

Weißbach Rafael,von Lieres und Wilkau Carsten

Publisher

Springer Science and Business Media LLC

Link

http://link.springer.com/content/pdf/10.1007/s11408-009-0121-2.pdf

Reference42 articles.

1. Altman, E., Resti, A., Sironi, A.: The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios. Technical report 113. Bank for International Settlements (2002)

2. Arnold, S.: The Theory of Linear Models and Multivariate Analysis. Wiley, New York (1981)

3. Artzner, P., Delbaen, F., Eber, J.-M., Heath, D.: Coherent measures of risk. Math. Finance 9, 203–228 (1999)

4. Baltagi, B.: Econometrics. Springer, New York (2002)

5. Basel Committee on Banking Supervision. International convergence of capital measurement and capital standards. Technical report, Bank for International Settlements (2004)

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