Assessing the systemic importance of banks in Rwnada using portfolio similarity and clustering methods
Dominique Ntirushwamaboko, Patrick Mugenzi, Christian Nyalihama
| Year of publication: |
2021
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|---|---|
| Authors: | Ntirushwamaboko, Dominique ; Mugenzi, Patrick ; Nyalihama, Christian |
| Published in: |
BNR economic review. - Kigali, Rwanda : National Bank of Rwanda, ISSN 2410-678X, ZDB-ID 3033102-X. - 2021, 17, p. 7-34
|
| Subject: | Systemic risk | Banks’ portfolios | Cluster Analysis | Clusteranalyse | Cluster analysis | Portfolio-Management | Portfolio selection | Systemrisiko | Bankrisiko | Bank risk | Bank | Bilanzstrukturmanagement | Asset-liability management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012605875