Investigating implied asset correlation and capital requirements: empirical evidence from the Italian banking system
Main Authors: | Domenico Curcio, Igor Gianfrancesco, Antonella Malinconico |
---|---|
Format: | Article |
Language: | English |
Published: |
LLC "CPC "Business Perspectives"
2011-07-01
|
Series: | Banks and Bank Systems |
Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/3931/BBS_en_2011_02_Curcio.pdf |
Similar Items
-
The new supervisory outlier test (SOT) on net interest income (NII): empirical evidence from a sample of Italian banks
by: Domenico Curcio, et al.
Published: (2022-11-01) -
Default-Implied Asset Correlation: Empirical Study for Moroccan companies
by: Mustapha Ammari, et al.
Published: (2017-04-01) -
Default-Implied Asset Correlation: Empirical Study for Moroccan companies
by: Mustapha Ammari, et al.
Published: (2017-04-01) -
Default-Implied Asset Correlation: Empirical Study for Moroccan companies
by: Mustapha Ammari, et al.
Published: (2017-06-01) -
Default-Implied Asset Correlation: Empirical Study for Moroccan companies
by: Mustapha Ammari, et al.
Published: (2017-04-01)