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subject:"Theorie"
~person:"Alessandri, Piergiorgio"
~type:"article"
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An economic capital model integrating credit and interest rate risk in the banking book
Alessandri, Piergiorgio
;
Drehmann, Mathias
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 730-742
Persistent link: https://www.econbiz.de/10003966042
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