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~person:"Sorensen, Steffen"
~subject:"Rentabilität"
~type:"article"
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The integrated impact of credit and interest rate risk on banks : a dynamic framework and stress testing application
Drehmann, Mathias
;
Sorensen, Steffen
;
Stringa, Marco
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 713-729
Persistent link: https://www.econbiz.de/10003966040
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El impacto integrado del riesgo de crédito y de tasa de interés bancarios : una perspectiva de valor económico y suficiencia de capital
Drehmann, Mathias
;
Sorensen, Steffen
;
Stringer, Marco
- In:
Monetaria
32
(
2009
)
1
,
pp. 63-115
Persistent link: https://www.econbiz.de/10003947891
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