Instituto Complutense de Análisis Económico (ICAE)
Centre/Institute
Alejandro
Ferrer Pérez
Publications by the researcher in collaboration with Alejandro Ferrer Pérez (3)
2014
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A new approach to the unconditional measurement of default risk
Documentos de Trabajo (ICAE)
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Conditional coverage and its role in determining and assessing long-term capital requirements
Documentos de Trabajo (ICAE)
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Linking the problems of estimating and allocating unconditional capital
Documentos de Trabajo (ICAE)