Evaluating the validity of regulatory interest rate risk measures : a simulation approach
Year of publication: |
2023
|
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Authors: | Claußen, Catharina ; Platte, Daniel |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 154.2023, p. 1-22
|
Subject: | Banking regulation | Economic value | Interest rate risk | Net interest income | Stress testing | Zinsrisiko | Bankenregulierung | Bank regulation | Simulation | Bankrisiko | Bank risk | Zins | Interest rate | Basler Akkord | Basel Accord | Theorie | Theory | Kreditrisiko | Credit risk | Messung | Measurement |
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