The aim of this study is to contribute to this understanding by answering the following questions: How do banks adjust capital ...
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A distinguished international group of central bankers, commercial bankers, entrepreneurs, academic advisors, policymakers, ...
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The present book criticizes the fact that profitability measures derived from capital market models such as the Sharpe ratio ...
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Dealing with all aspects of risk management that have undergone significant innovation in recent years, this book aims at ...
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The focus of this book is on the estimation and validation of the three key Basel II risk parameters, probability of default ...
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