Credit risk and real capital [electronic resource] : an examination of Swiss Banking sector default...
Credit risk and real capital [electronic resource] : an examination of Swiss Banking sector default risk using CVaR / by R. Powell and D. E. Allen.
About this item
Full title
Author / Creator
Publisher
Joondalup, W.A. : School of Accounting, Finance and Economics, Edith Cowan University, 2010.
Date
2010.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
Joondalup, W.A. : School of Accounting, Finance and Economics, Edith Cowan University, 2010.
Series
Place of Publication
Western Australia
Date Published
2010.
Subjects
More information
Scope and Contents
Summary
The global financial crisis (GFC) has placed the creditworthiness of banks under intense scrutiny. In particular, capital adequacy has been called into question. Current capital requirements make no allowance for capital erosion caused by movements in the market value of assets. This paper examines default probabilities of Swiss banks under extreme...
Alternative Titles
Full title
Credit risk and real capital [electronic resource] : an examination of Swiss Banking sector default risk using CVaR / by R. Powell and D. E. Allen.
Authors, Artists and Contributors
Author / Creator
Notes
General note
Working paper / School of Accounting, Finance and Economics, Edith Cowan University ; 1004.
Title from title screen (viewed on July 20, 2012)
"October 2010".
Includes bibliographical references (p. 13-15)
System details note
Mode of access: Available online. Address as at 20/07/2012: http://www.business.ecu.edu.au/schools/afe/wps/index.htm.
System requirements: Adobe Acrobat Reader to access the document in PDF format.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74VvjVgOoKZM
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvjVgOoKZM
Other Identifiers
DDC
332.10681 330.90511
MMS ID
991015156129702626
