Banking Firm, Equity and Value at Risk
The paper focuses on the interaction between the solvency probability of a banking firm and the diversification potential of its asset portfolio when determining optimal equity capital. The purpose of this paper is to incorporate value at risk (VaR) into the firm-theoretical model of a banking firm...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Economics and Human Sciences in Warsaw
2012-12-01
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| Series: | Contemporary Economics |
| Online Access: | http://ce.vizja.pl/en/download-pdf/id/269 |