TY  - JOUR
AU  - Ferrera, Alex
AU  - Casals Carro, José
AU  - Sotoca López, Sonia
PY  - 2015
DO  - 10.1016/j.frl.2015.09.008
SN  - 1544-6123
UR  - https://hdl.handle.net/20.500.14352/34218
T2  - Finance Research Letters
AB  - The unconditional credit loss distribution is identified based on a long-term sample. This sample influences the capital estimate. In this study, we performed an empirical investigation of this sample dependency problem using charge-off data and by...
LA  - eng
M2  - 175
PB  - Elsevier Inc.
KW  - Charge-off
KW  - Credit risk
KW  - Unconditional capital
KW  - Unconditional credit loss distribution
TI  - Sample dependency during unconditional credit capital estimation
TY  - journal article
VL  - 15
ER  -