collaborators

1 paper

q-fin.RM2015

On the Fractal Geometry of the Balance Sheet and the Fractal Index of Insolvency Risk

A. K. M. Azhar, Vincent B. Y. Gan, W. A. T. Wan Abdullah +1

This paper reviews the economic and theoretical foundations of insolvency risk measurement and capital adequacy rules. The proposed new measure of insolvency risk is constructed by…