Economic capital for nonperforming loans
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DOI: 10.1007/s11408-009-0121-2
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More about this item
Keywords
Economic capital; Regulatory capital; Nonperforming loan; Recovery; Loss given default; C51; G11; G18; G33;All these keywords.
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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