Research Report

Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio

Derviz Alexis, Kadlčáková N., Kobzová L.

: Czech National Bank, (Praha 2003)

: Research Report 9

: CEZ:AV0Z1075907

: 17/2001, CNB

: credit risk, economic capital, systemic uncertainty

: 05Z, 12C

: AH