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The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective
Drehmann, Mathias, (2008)
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets
Drehmann, Mathias, (2007)
El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital
Drehmann, Mathias, (2009)