Original title: Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio
Authors: Derviz, Alexis ; Kadlčáková, N. ; Kobzová, L.
Document type: Research reports
Year: 2003
Language: eng
Series: Research Report, volume: 9
Keywords: credit risk; economic capital; systemic uncertainty
Project no.: CEZ:AV0Z1075907 (CEP), 17/2001
Funding provider: CNB

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0013388

Permalink: http://www.nusl.cz/ntk/nusl-20053


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Research > Institutes ASCR > Institute of Information Theory and Automation
Reports > Research reports