Optimal look-back period for adequate and less procyclical credit capital forecasts

Autor:	Kisung Yang, Yongbok Cho, Yongwoong Lee
Rok vydání:	2021
Předmět:	Economics and Econometrics Commercial banking Capital adequacy ratio Capital (economics) Copula (linguistics) Economics Capital requirement Monetary economics Period (music)
Zdroj:	Applied Economics. 53:5337-5353
ISSN:	1466-4283 0003-6846
DOI:	10.1080/00036846.2021.1914317
Popis:	This study presents an approach to determining the optimal look-back period for adequate and less procyclical credit capital requirement forecast of U.S. commercial banking system under the regulat...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::1c5f02b78583070c6aaef140fb48da98 https://doi.org/10.1080/00036846.2021.1914317 Zobrazit plný text záznamu Plný text ve formátu PDF