Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Crossref DOI link: https://doi.org/10.1007/s10436-020-00358-0
Published Online: 2020-01-16
Published Print: 2020-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Russo, Vincenzo
Lagasio, Valentina http://orcid.org/0000-0003-1357-9974
Brogi, Marina http://orcid.org/0000-0001-5991-0373
Fabozzi, Frank J.
Text and Data Mining valid from 2020-01-16
Version of Record valid from 2020-01-16
Article History
Received: 7 September 2018
Accepted: 3 January 2020
First Online: 16 January 2020