Matches in SemOpenAlex for { <https://semopenalex.org/work/W1772867329> ?p ?o ?g. }
Showing items 1 to 82 of
82
with 100 items per page.
- W1772867329 endingPage "186" @default.
- W1772867329 startingPage "175" @default.
- W1772867329 abstract "The unconditional credit loss distribution is identified based on a long-term sample. This sample influences the capital estimate. In this study, we performed an empirical investigation of this sample dependency problem using charge-off data and by focusing on the influence of the Great Recession. The results demonstrated the significant dependency of the capital requirements on the homogeneity and cyclicality of the long-term sample. Thus, a sample containing only the Great Recession data produced lower capital requirements due to the homogeneity effect, whereas a mixed sample containing the Great Recession data produced higher capital requirements due to the cyclical effect." @default.
- W1772867329 created "2016-06-24" @default.
- W1772867329 creator A5009156899 @default.
- W1772867329 creator A5062739909 @default.
- W1772867329 creator A5074933608 @default.
- W1772867329 date "2015-11-01" @default.
- W1772867329 modified "2023-10-04" @default.
- W1772867329 title "Sample dependency during unconditional credit capital estimation" @default.
- W1772867329 cites W1919961509 @default.
- W1772867329 cites W1989466315 @default.
- W1772867329 cites W1997228305 @default.
- W1772867329 cites W2009969423 @default.
- W1772867329 cites W2016604776 @default.
- W1772867329 cites W2045660588 @default.
- W1772867329 cites W2048173623 @default.
- W1772867329 cites W2056803159 @default.
- W1772867329 cites W2100281146 @default.
- W1772867329 cites W2100642247 @default.
- W1772867329 cites W2104018975 @default.
- W1772867329 cites W2115029961 @default.
- W1772867329 cites W2127388228 @default.
- W1772867329 cites W2133803854 @default.
- W1772867329 cites W2163504005 @default.
- W1772867329 cites W2164312708 @default.
- W1772867329 cites W3020973247 @default.
- W1772867329 cites W3122523813 @default.
- W1772867329 cites W3122542663 @default.
- W1772867329 doi "https://doi.org/10.1016/j.frl.2015.09.008" @default.
- W1772867329 hasPublicationYear "2015" @default.
- W1772867329 type Work @default.
- W1772867329 sameAs 1772867329 @default.
- W1772867329 citedByCount "2" @default.
- W1772867329 countsByYear W17728673292021 @default.
- W1772867329 countsByYear W17728673292022 @default.
- W1772867329 crossrefType "journal-article" @default.
- W1772867329 hasAuthorship W1772867329A5009156899 @default.
- W1772867329 hasAuthorship W1772867329A5062739909 @default.
- W1772867329 hasAuthorship W1772867329A5074933608 @default.
- W1772867329 hasConcept C105795698 @default.
- W1772867329 hasConcept C149782125 @default.
- W1772867329 hasConcept C154945302 @default.
- W1772867329 hasConcept C162324750 @default.
- W1772867329 hasConcept C185592680 @default.
- W1772867329 hasConcept C187736073 @default.
- W1772867329 hasConcept C19768560 @default.
- W1772867329 hasConcept C198531522 @default.
- W1772867329 hasConcept C33923547 @default.
- W1772867329 hasConcept C41008148 @default.
- W1772867329 hasConcept C43617362 @default.
- W1772867329 hasConcept C96250715 @default.
- W1772867329 hasConceptScore W1772867329C105795698 @default.
- W1772867329 hasConceptScore W1772867329C149782125 @default.
- W1772867329 hasConceptScore W1772867329C154945302 @default.
- W1772867329 hasConceptScore W1772867329C162324750 @default.
- W1772867329 hasConceptScore W1772867329C185592680 @default.
- W1772867329 hasConceptScore W1772867329C187736073 @default.
- W1772867329 hasConceptScore W1772867329C19768560 @default.
- W1772867329 hasConceptScore W1772867329C198531522 @default.
- W1772867329 hasConceptScore W1772867329C33923547 @default.
- W1772867329 hasConceptScore W1772867329C41008148 @default.
- W1772867329 hasConceptScore W1772867329C43617362 @default.
- W1772867329 hasConceptScore W1772867329C96250715 @default.
- W1772867329 hasLocation W17728673291 @default.
- W1772867329 hasOpenAccess W1772867329 @default.
- W1772867329 hasPrimaryLocation W17728673291 @default.
- W1772867329 hasRelatedWork W1592683135 @default.
- W1772867329 hasRelatedWork W2040248213 @default.
- W1772867329 hasRelatedWork W2043099224 @default.
- W1772867329 hasRelatedWork W2051221975 @default.
- W1772867329 hasRelatedWork W2067341816 @default.
- W1772867329 hasRelatedWork W2119158312 @default.
- W1772867329 hasRelatedWork W2330407128 @default.
- W1772867329 hasRelatedWork W3037784022 @default.
- W1772867329 hasRelatedWork W4229963900 @default.
- W1772867329 hasRelatedWork W4255213289 @default.
- W1772867329 hasVolume "15" @default.
- W1772867329 isParatext "false" @default.
- W1772867329 isRetracted "false" @default.
- W1772867329 magId "1772867329" @default.
- W1772867329 workType "article" @default.