|
Mar 30 2023 |
Akira Sakai |
|
Have lower interest rates tightened capital regulation? Empirical analysis using data of regional banks
|
|
Abstract Contact Information Citation Full Text - Note |
|
May 31 2019 |
Valdir Domeneghetti and Fabiano Guasti Lima |
|
Strategic direction re-evaluation of bank ratings in Brazil |
|
Abstract Contact Information Citation Full Text - Note |
|
Dec 10 2018 |
Leonardo Nogueira Ferreira and Márcio Issao Nakane |
|
Macroprudential policy in a DSGE model: anchoring the countercyclical capital buffer |
|
Abstract Contact Information Citation Full Text - Note |
|
Jun 01 2015 |
Rachida Hennani and Michel Terraza |
|
Contributions of a noisy chaotic model to the stressed Value-at-Risk |
|
Abstract Contact Information Citation Full Text - Note |
|
Mar 26 2012 |
Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes |
|
Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach |
|
Abstract Contact Information Citation Full Text - Note |
|
Oct 31 2010 |
Shin Fukuda |
|
Evaluating the influence of the internal ratings-based approach on bank lending in Japan |
|
Abstract Contact Information Citation Full Text - Preliminary Result |
|