Optimal loan portfolio under regulatory and internal constraints
Makoto Okawara, Akihiko Takahashi
| Year of publication: |
April 4, 2023
|
|---|---|
| Authors: | Okawara, Makoto ; Takahashi, Akihiko |
| Publisher: |
[Tokyo] : Center for Advanced Research in Finance |
| Subject: | regulatory capital | economic capital | loan portfolio | risk capacity | risk appetite framework(RAF) | risk limit | granularity adjustment | constrained optimization | Portfolio-Management | Portfolio selection | Theorie | Theory | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Risikomanagement | Risk management | Basler Akkord | Basel Accord | Risiko | Risk | Bilanzstrukturmanagement | Asset-liability management | Risikomaß | Risk measure | Kreditgeschäft | Bank lending |
freely available
| Extent: | 1 Online-Ressource (circa 32 Seiten) Illustrationen |
|---|---|
| Series: | CARF working paper. - Tokyo : Center for Advanced Research in Finance, ZDB-ID 3079869-3. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014266283