Capital adequacy, default risk and macroeconomic shocks in commercial banks in East Asian emerging countries
Evidence from bank failures due to different types of crises over the past decade has led to banks' capital metrics process to be challenging. One of the most challenging processes is to measure default risk and optimum capital. Market asset value is used to measure default risk and optimum c...
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| Format: | Thesis |
| Language: | English |
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2015
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| Online Access: | http://psasir.upm.edu.my/id/eprint/58532/1/FEP%202015%2012IR.pdf |