Continuous-time stochastic modelling of capital adequacy ratios for banks

Applied Stochastic Models in Business and Industry

Volumn 22, Issue 1, 2006, Pages 41-71

  Fouche, Casper H ^a   Mukuddem Petersen, J ^a   Petersen, M A ^a  

^a NORTH WEST UNIVERSITY   (South Africa)

Author keywords

Bank; Capital adequacy ratio; Stochastic systems

Indexed keywords

FINANCE; MATHEMATICAL MODELS; RISK ASSESSMENT;

BANK; CAPITAL ADEQUACY RATIO; STOCHASTIC SYSTEMS;

RANDOM PROCESSES;

EID: 33144486846     PISSN: 15241904     EISSN: None     Source Type: Journal    
DOI: 10.1002/asmb.609     Document Type: Article

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