Distance-to-Default in Banking; A Bridge Too Far?
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More about this item
KeywordsFinancial stability; Banks; Insolvency; closure; prompt corrective action; distance-to-default; distance-to-capital; capital adequacy; banking; capital adequacy ratio; bank capital; deposit insurance;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-11-25 (All new papers)
- NEP-BAN-2006-11-25 (Banking)
- NEP-RMG-2006-11-25 (Risk Management)
- NEP-SEA-2006-11-25 (South East Asia)
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