Stress test on market risk : sensitivity of banks' balance sheet structure to interest rate shocks
Juan F. Martínez S., Daniel A. Oda Z.
| Year of publication: |
abril 2017
|
|---|---|
| Authors: | Martínez S., Juan F. ; Oda Z., Daniel A. |
| Published in: |
Economía chilena. - Santiago, ISSN 0717-3830, ZDB-ID 1453970-6. - Vol. 20.2017, 1, p. 80-98
|
| Subject: | Bankrisiko | Bank risk | Schock | Shock | Zins | Interest rate | Zinsstruktur | Yield curve | Stresstest | Stress test | Bankrechnungslegung | Bank accounting | Marktrisiko | Market risk | Risikomanagement | Risk management | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011667814