• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site

Article

Влияние временной структуры портфеля на показатели минимального объема экономического капитала коммерческих банков и вероятности дефолта заемщиков

Глушкова А. А., Помазанов М. В.

 

The article is devoted to problems of capital adequacy level establishment by credit institutions. The authors scrutinize closely main concepts (Vaichek) and approaches, which underlie Basel 2 maturity adjustment formula. In the article authors treat critically the credit risk undervaluation problem for highly rated borrowers.