Juan F Rendón
Biographic Data
| ID | 9614497 |
|---|---|
| NAME | Juan F Rendón |
| GIVEN NAMES | Juan F |
| FAMILY NAME | Rendón |
| SIGNATURE | RENDÓN J F |
| AFFILIATIONS | Department of Finance, Faculty of Economic and Administrative Sciences Instituto Tecnológico Metropolitano (ITM) Medellin Colombia |
| ORCID | 0000-0002-5173-7980 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2023 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Prudential regulation and bank solvency based on flexible distributions
This paper proposes new risk measures by accurately estimating the components of solvency risk and focusing on prudential policy implementation. We use semi‐nonparametric statistics to model the stylised facts of the probability density functions, particularly the higher‐order moments of three variables: the solvency decline rate, the tier decline rate and the portfolio growth rate. The proposed measures allow the evaluation of the impact of expa…
No prominent works on this page.
Prudential regulation and bank solvency based on flexible distributions
This paper proposes new risk measures by accurately estimating the components of solvency risk and focusing on prudential policy implementation. We use semi‐nonparametric statistics to model the stylised facts of the probability density functions, particularly the higher‐order moments of three variables: the solvency decline rate, the tier decline rate and the portfolio growth rate. The proposed measures allow the evaluation of the impact of expa…
Actuarial science (1 work) · Banking stability, regulation, efficiency (1 work) · Basel III (1 work) · Capital requirement (1 work) · Credit Risk and Financial Regulations (1 work) · Econometrics (1 work) · Economics (1 work) · Estimation (1 work) · Finance (1 work) · Financial economics (1 work)