期刊名称：Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie
印刷版ISSN：1844-7007
出版年度：2015
期号：2
页码：70-75
语种：English
出版社：Academica Brâncuşi
摘要：In order to determine the economic capital,in terms of internal management or of application of regulations,financial institutions need to model the probability of future losses on a loan portfolio.This is generally made applying the Credit VaR method.Thus,unexpected losses can be assessed.
关键词：value at risc;economic capital;market risc;credit portofolio.
