The integrated impact of credit and interest rate risk on banks : a dynamic framework and stress testing application
Mathias Drehmann; Steffen Sorensen; Marco Stringa
| Year of publication: |
2010
|
|---|---|
| Authors: | Drehmann, Mathias ; Sorensen, Steffen ; Stringa, Marco |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 4, p. 713-729
|
| Subject: | Kreditrisiko | Credit risk | Zinsrisiko | Interest rate risk | Bilanzstrukturmanagement | Asset-liability management | Rentabilität | Profitability | Simulation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003966040