Credit risk, systemic uncertainties and economic capital requirements for an artificial bank loan portfolio
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| Main Author: | |
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| Other Authors: | , |
| Format: | Book |
| Language: | English |
| Published: |
Praha
Czech National Bank
2003
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| Series: | Working paper series
9/2003 |
| Subjects: | |
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| 005 | 20240503084915.4 | ||
| 041 | 0 | |a eng | |
| 044 | |a CZ | ||
| 245 | 1 | 0 | |a Credit risk, systemic uncertainties and economic capital requirements for an artificial bank loan portfolio |c Alexis Derviz, Narcisa Kadlčáková, Lucie Kobzová |
| 264 | 1 | |a Praha |b Czech National Bank |c 2003 | |
| 300 | |a 50 s. | ||
| 490 | 1 | |a Working paper series |v 9/2003 | |
| 830 | 0 | |a Working paper series |v 9/2003 | |
| 610 | 2 | 0 | |a úver |
| 610 | 2 | 0 | |a riziko úverové |
| 610 | 2 | 0 | |a kapitál |
| 610 | 2 | 0 | |a úver bankový |
| 610 | 2 | 0 | |a portfólio |
| 610 | 2 | 0 | |a modely |
| 100 | 1 | |a Derviz, Alexis | |
| 700 | 1 | |a Kadlčáková, Narcisa | |
| 700 | 1 | |a Kobzová, Lucie | |