"The cyclicality of bank credit losses and capital ratios under expected ..."

Mahmoud Fatouh, Simone Giansante (2023)

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DOI: 10.1007/S10479-023-05445-9

access: closed

type: Journal Article

metadata version: 2023-12-10

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Mahmoud Fatouh, Simone Giansante:
The cyclicality of bank credit losses and capital ratios under expected loss model. Ann. Oper. Res. 330(1): 807-840 (2023)

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