A PCA Approach to Common Risk Exposures in the Chilean Banking System
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- Gordon, Leo-Rey, 2015. "The Absorption Ratio as an Indicator for Macro-prudential Monitoring in Jamaica," MPRA Paper 69966, University Library of Munich, Germany.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-02-02 (All new papers)
- NEP-BAN-2014-02-02 (Banking)
- NEP-RMG-2014-02-02 (Risk Management)
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