Zobrazeno 1 - 3
of 3
pro vyhledávání: '"bank's regulatory capital"'
Publikováno v:
Baltic Journal of Economic Studies, Vol 4, Iss 1, Pp 188-194 (2018)
The purpose of the article is to develop scientific and methodological recommendations for modelling the dynamics of the level of capital adequacy for ensuring the financial balance of the bank, sufficient controllability and increasing the efficienc
Externí odkaz:
https://doaj.org/article/013c715188a04fd9bc50306da4184a4f
Publikováno v:
Baltic Journal of Economic Studies, Vol 4, Iss 1, Pp 188-194 (2018)
The purpose of the article is to develop scientific and methodological recommendations for modelling the dynamics of the level of capital adequacy for ensuring the financial balance of the bank, sufficient controllability and increasing the efficienc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f56c4677937d658860a19dbd010e9093
http://www.baltijapublishing.lv/index.php/issue/article/view/350/pdf
http://www.baltijapublishing.lv/index.php/issue/article/view/350/pdf
Autor:
Samir Saissi Hassani, Georges Dionne
We determine whether there is an endogenous Hidden Markov Regime (HMR) in the operational loss data of banks from 2001 to 2010. A high level regime is marked by very high loss values during the recent financial crisis. There is therefore temporal het
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::301f2c72e27c67fe868988f38fafc22e
http://www.cirpee.org/fileadmin/documents/Cahiers_2015/CIRPEE15-16.pdf
http://www.cirpee.org/fileadmin/documents/Cahiers_2015/CIRPEE15-16.pdf
