Buch, Claudia M.; Driscoll, John C.; Ostergaard, Charlotte - 2004
Cross-Border Diversification in Bank Asset Portfolios
Claudia M. Buch, University of Tuebingen
†
John C. Driscoll …, Deutsche Bank
and Søren Aarup, Nordea for helpful conversations. This paper was initiated while Claudia
M. Buch was visiting …:
First, the decomposition of the asset and liability side implicit in this setup is equivalent to
a view of a bank that …