Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules (Q2174177)
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scientific article; zbMATH DE number 7190834
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| English | Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules |
scientific article; zbMATH DE number 7190834 |
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Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules (English)
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20 April 2020
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probability of breaching
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Basel III rules
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Merton model
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credit default swap
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global systemically important financial institutions
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0.7018551230430603
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0.6926981210708618
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0.6818046569824219
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0.6769787669181824
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