Articles with "economic capital" as a keyword



Unexpected loss, expected profit, and economic capital: A note on economic capital for credit risk incorporating interest income, expenses, losses, and ROE target

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Published in 2021 at "Finance Research Letters"

DOI: 10.1016/j.frl.2020.101481

Abstract: Abstract We compare the traditional calculation of economic capital for credit default losses with a more comprehensive one based on the bank's (net) profit from credit business as accounted for in the bank's P&L statement.… read more here.

Keywords: capital; economic capital; profit; roe target ... See more keywords
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Forward-looking asset correlations in the estimation of economic capital

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Published in 2019 at "Journal of International Financial Markets, Institutions and Money"

DOI: 10.1016/j.intfin.2019.04.001

Abstract: We analyze whether the credit market anticipated the financial crisis before the regulators using a methodology that combines the Merton model for the determination of economic capital with Vasicek’s factor model for asset correlation. Contrary… read more here.

Keywords: credit market; economic capital; estimation economic; capital ... See more keywords
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‘I wish I were a plumber!’: Transnational class reconstructions across migrant experiences among Hong Kong’s professionals and managers

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Published in 2020 at "Current Sociology"

DOI: 10.1177/0011392120932951

Abstract: This study examines processes of class construction within a transnational community of professionals and managers who are emigrants, returnees, and non-migrants. Building on Bourdieu’s class analysis and literature on transnational migration, the article examines how… read more here.

Keywords: economic capital; plumber transnational; class; hong kong ... See more keywords
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Social and economic capital as effect modifiers of the association between psychosocial stress and oral health

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Published in 2023 at "PLOS ONE"

DOI: 10.1371/journal.pone.0286006

Abstract: Objectives To assess the extent of the association of psychosocial stress with oral health in an Ontario population stratified by age groups, and whether any association is modified by indicators of social and economic capital.… read more here.

Keywords: stress; health; oral health; social economic ... See more keywords
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One Social Media, Distinct Habitus: Generation Z's Social Media Uses and Gratifications and the Moderation Effect of Economic Capital

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Published in 2022 at "Frontiers in Psychology"

DOI: 10.3389/fpsyg.2022.939128

Abstract: This study aims at contributing to literature by investigating characteristics of Generation Z's social media uses and gratifications and the moderation effect of economic capital. Specifically, we employed online survey as the main research method… read more here.

Keywords: social media; generation social; generation; media uses ... See more keywords