On the risk management of demand deposits : quadratic hedging of interest rate margins
Alexandre Adam, Hamza Cherrat, Mohamed Houkari, Jean-Paul Laurent, Jean-Luc Prigent
| Year of publication: |
2022
|
|---|---|
| Authors: | Adam, Alexandre ; Cherrat, Hamza ; Houkari, Mohamed ; Laurent, Jean-Paul ; Prigent, Jean-Luc |
| Published in: |
Risk management decisions and value under uncertainty. - Dordrecht, The Netherlands : Springer. - 2022, p. 1319-1355
|
| Subject: | Risk management | Demand deposits | Interest rate margins | Quadratic hedging | Hedging | Risikomanagement | Zins | Interest rate | Einlagengeschäft | Deposit banking | Theorie | Theory | Zinsrisiko | Interest rate risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-020-03726-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013342119