Testing Distributions in Banking Sector Loans with Different Computer Programs: An Experimental Analysis for Turkey
Within the fields of risk management and banking, the normality condition is one of the basic assumptions to apply value at risk, capital asset pricing or linear regression models on credit risk assessment. However, banking sector data related to loans may not be normally distributed. Hence, it nee...
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Format: | Article |
Language: | English |
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Athens Institute for Education and Research
2023-04-01
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Series: | Athens Journal of Business & Economics |
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Online Access: | https://www.athensjournals.gr/business/2023-9-2-3-Sahin.pdf |