Which interest rate scenario is the worstone for a bank?Evidence from a tracking bank approach forGerman savings and cooperative banks
Year of publication: |
2008-05-09
|
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Authors: | Memmel, Christoph |
Institutions: | Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe |
Subject: | Zinsänderungsrisiko | Zinsstruktur | Term structure model |
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