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Keywords: Capital requirement
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Journal Articles
Journal:
Journal of Economic Studies
Journal of Economic Studies (2021) 48 (2): 275–295.
Published: 07 September 2020
... sanctions. The main objective of this paper is to estimate potential credit losses in the Iranian banking sector due to macroeconomic shocks and assess the minimum economic capital requirements under the baseline and distressed scenarios. The paper also contrasts the applications of linear and nonlinear...
