Assessment of Economic Capital: An Equity Market approach
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References listed on IDEAS
- Arnaud Jobert & Janet Kong & Jorge A Chan-Lau, 2004. "An Option-Based Approach to Bank Vulnerabilities in Emerging Markets," IMF Working Papers 04/33, International Monetary Fund.
- Merton, Robert C, 1974.
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More about this item
KeywordsBank Solvency; Economic Capital; Integrated Risk Management;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-06-21 (All new papers)
- NEP-BAN-2008-06-21 (Banking)
- NEP-CFN-2008-06-21 (Corporate Finance)
- NEP-RMG-2008-06-21 (Risk Management)
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