Measuring credit risk and economic capital for commercial banks under non-Gaussian data

MU Wen-tao, CHEN Dian-fa, CHEN Ji

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (6) : 1372-1379.

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Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (6) : 1372-1379. DOI: 10.12011/1000-6788(2013)6-1372

Measuring credit risk and economic capital for commercial banks under non-Gaussian data

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2013, 33(6): 1372-1379 https://doi.org/10.12011/1000-6788(2013)6-1372

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