Capital adequacy, default risk and macroeconomic shocks in commercial banks in East Asian emerging countries

Evidence from bank failures due to different types of crises over the past decade has led to banks' capital metrics process to be challenging. One of the most challenging processes is to measure default risk and optimum capital. Market asset value is used to measure default risk and optimum c...

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Bibliographic Details
Main Author: Janvisloo, Mohammadreza Alizadeh
Format: Thesis
Language:English
Published: 2015
Subjects:
Online Access:http://psasir.upm.edu.my/id/eprint/58532/1/FEP%202015%2012IR.pdf
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