Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat LCCN Permalink Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
Economic capital conception of a commercial bank
Available online: 29 March 2011 Subject Heading: Banking JEL Classification:
In the given article the essence of economic capital conception is viewed, the approaches to its evaluation are studied, realization of economic capital conception in the national bank system is considered, problems and possible trends of development and conformity of Russian approach with international requirements are revealed. As a result, conceptual models of economic capital evaluation are substantiated. Keywords: economic capital conception, expected, unexpected losses, models of economic capital evaluation, Monte Carlo method, stress-testing, contract approach, standard measure of economic capital |
ISSN 2311-8709 (Online)
|
|