TY  - RPRT
AU  - Ferrer Pérez, Alejandro
AU  - Casals Carro, José
AU  - Sotoca López, Sonia
PY  - 2014
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/41571
AB  - We define the vector of conditional coverage values generated over the business cycle by a constant capital figure. Using a convenient analytical framework, we explore its properties and propose two applications based on it. For the former, we state a...
LA  - eng
KW  - Default risk
KW  - Long-term capital
KW  - Unconditional capital
KW  - Conditional coverage
KW  - Unconditional coverage
KW  - Capitalcyclicality.
TI  - Conditional coverage and its role in determining and assessing long-term capital requirements
TY  - technical report
VL  - 2014
ER  -