1. Credit risk, systemic uncertainties and economic capital requirements for an artificial bank loan portfolio
Title | Credit risk, systemic uncertainties and economic capital requirements for an artificial bank loan portfolio |
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Author info | Alexis Derviz, Narcisa Kadlčáková, Lucie Kobzová |
Author | Derviz Alexis |
Co-authors | Kadlčáková Narcisa |
Kobzová Lucie | |
Issue data | Praha : Czech National Bank , 2003. - 50 s. |
Edition | Working paper series , 9/2003 |
Document kind | working papers |
Language | English |
Country of Edition | Czech Republic |
systematics | 336.77/.78 - Úver. Úrok |
Keywords | úver * riziko úverové * kapitál * úver bankový * portfólio * modely |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 791243 |