Browsing by Subject economic capital
Showing results 1 to 3 of 3
| Issue Date | Title | Author(s) |
|---|---|---|
| 16-Oct-2013 | Cyclical implications of minimum capital requirements | - |
| 16-Oct-2013 | Interaction of market and credit risk: an analysis of inter-risk correlation and risk aggregation | - |
| 16-Oct-2013 | Sector concentration in loan portfolios and economic capital | - |