Download This PaperStochastic Reserve Losses
The American Economist, Vol. 11, No. 2, 1967
10 Pages Posted: 21 Sep 2011
Date Written: 1967
Abstract
In this paper we interpret and extend Orr and Mellon’s(5) well known model of bank credit expansion by adopting a more realistic assumption about the probability distribution of losses.
Suggested Citation: Suggested Citation
Birch, Eleanor M. and Heineke, John M, Stochastic Reserve Losses (1967). The American Economist, Vol. 11, No. 2, 1967, Available at SSRN: https://ssrn.com/abstract=1850774
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