BSDS—Balance Sheet Dynamics Simulator (Application ABM)

Author:

Liermann Volker,Dittmar Harro

Publisher

Springer International Publishing

Reference35 articles.

1. Altman, Edward I. 1968. “Financial Ratios, Discriminant Analysis, the Prediction of Corporate Bankruptcy.” Journal of Finance 23: 589–610.

2. Altman, Edward I., Małgorzata Iwanicz-Drozdowska, Erkki K. Laitinen, and Arto Suvas. 2014. Distressed Firm and Bankruptcy Prediction in an International Context: A Review and Empirical Analysis of Altman’s Z-Score Model. New York: Stern School of Business, New York University.

3. Basel Committee on Banking Supervision. 2017. Basel III: Finalising Post-Crisis Reforms. Basel: Bank for International Settlements.

4. Bauwens, Luc, Sébastien Laurent, and Jeroen Rombouts. 2006. “Multivariate GARCH Models: A Survey.” Journal of Applied Econometrics 21: 79–109.

5. Board OF Governors of the Federal Reserve System. 2015. “Comprehensive Capital Analysis and Review 2015.” BOARD OF GOVERNORS of the FEDERAL RESERVE SYSTEM, March 18. https://www.federalreserve.gov/bankinforeg/stress-tests/CCAR/201503-comprehensive-capital-analysis-review-preface.htm.

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