On Deficiencies and Possible Improvements of the Basel II Unexpected Loss Single-Factor Model
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- Janda, Karel & Kravtsov, Oleg, 2016. "Interdependencies between Leverage and Capital Ratios in the Central and Eastern European Banks," MPRA Paper 74560, University Library of Munich, Germany.
- Martin Mandel & Vladimír Tomšík, 2011.
"Regulace bankovního sektoru z pohledu ekonomické teorie
[Regulation of the Banking Sector From the Economic Theory´s Point of View]," Politická ekonomie, University of Economics, Prague, vol. 2011(1), pages 58-81.
- Janda, Karel & Moreira, David, 2016. "Predicting bankruptcy in European e-commerce sector," MPRA Paper 74460, University Library of Munich, Germany.
- Janda, Karel & Kravtsov, Oleg, 2016. "Interdependencies between Leverage and Capital Ratios in the Banking Sector of the Czech Republic," MPRA Paper 74457, University Library of Munich, Germany.
More about this item
Keywordscredit risk; correlation; recovery rate; regulatory capital;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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