Quantifying the interest rate risk of banks : assumptions do matter
Year of publication: |
2009
|
---|---|
Authors: | Entrop, Oliver ; Wilkens, Marco ; Zeisler, Alexander |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 15.2009, 5, p. 1001-1018
|
Subject: | Zinsrisiko | Interest rate risk | Bankenaufsicht | Banking supervision | Risikomanagement | Risk management |
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