An Adaptive Neural Network Approach To Predict The Capital Adequacy Ratio

Financial institutions, policy makers and regulatory authorities need to implement stress tests in order to test both resilience and the consequences of adverse shocks. The European Central Bank and the European Banking Authority regularly conduct these tests, whose importance is more and more evide...

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Bibliographic Details
Main Authors: Giacomo Di Tollo, Gerarda Fattoruso, Bartolomeo Toffano
Format: Article
Language:English
Published: Accademia Piceno Aprutina dei Velati 2022-12-01
Series:Ratio Mathematica
Subjects:
Online Access:http://eiris.it/ojs/index.php/ratiomathematica/article/view/841