Economic capital for nonperforming loans
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Bibliographic InfoArticle provided by Springer in its journal Financial Markets and Portfolio Management.
Volume (Year): 24 (2010)
Issue (Month): 1 (March)
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Web page: http://www.springerlink.com/link.asp?id=119763
Economic capital; Regulatory capital; Nonperforming loan; Recovery; Loss given default; C51; G11; G18; G33;
Find related papers by JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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