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Credit risk, systemic uncertainties and economic capital requirements for an artificial bank loan portfolio

  1. Title Credit risk, systemic uncertainties and economic capital requirements for an artificial bank loan portfolio
    Author infoAlexis Derviz, Narcisa Kadlčáková, Lucie Kobzová
    Author Derviz Alexis
    Co-authors Kadlčáková Narcisa
    Kobzová Lucie
    Issue dataPraha : Czech National Bank , 2003. - 50 s.
    Edition Working paper series , 9/2003
    Document kindworking papers
    LanguageEnglish
    Country of EditionCzech Republic
    systematics 336.77/.78 - Úver. Úrok
    Keywords úver * riziko úverové * kapitál * úver bankový * portfólio * modely
    DatabaseBOOKS
    Copy count1, currently available 1, at library only 0
    Call number791243

    Call numberLocationSublocationInfo
    791243SEKSklad knižničného fonduavailaible

Number of the records: 1  

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