A counter cyclical adjustment on the economic capital measurement of listed commercial banks
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More about this item
Keywords
Economic capital; Top-down method; Pro-cyclicality; Counter cyclical adjustment;All these keywords.
JEL classification:
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- G2 - Financial Economics - - Financial Institutions and Services
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2014-11-12 (Banking)
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