Konferenzbeitrag
Simulation for the estimation of the survival probabilities of enterprises and banks within a prolonged duration of the debt crisis
In the current paper, we study the stability and the survival probabilities of enterprises and banks within a prolonged duration of the debt-crisis, with Monte Carlo simulation. We utilize historical data from banks and enterprises within the debt-crisis to define crisis-variability and crisis-average values of input parameters of the simulation. We introduce the concept of equities maximum draw-down as dynamic survival indicator. Finally we estimate the survival probabilities of enterprises and banks within a prolonged duration of the debt crisis.
- Language
-
Englisch
- Classification
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Wirtschaft
Computational Techniques; Simulation Modeling
Forecasting Models; Simulation Methods
Accounting
- Subject
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Monte Carlo simulation
Bankruptcy probabilities
Debt-crisis
Bank stability
- Event
-
Geistige Schöpfung
- (who)
-
Kyritsis, Costas
Hytis, Evangelos
- Event
-
Veröffentlichung
- (who)
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Technological Educational Institute of Athens
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft
- (where)
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Athens
- (when)
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2013-05-23
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Konferenzbeitrag
Associated
- Kyritsis, Costas
- Hytis, Evangelos
- Technological Educational Institute of Athens
- ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft
Time of origin
- 2013-05-23
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