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~institution:"Banco de España"
~subject:"Credit risk"
~subject:"Estimation theory"
~subject:"Forecasting model"
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Assessing the risk-return trade-off in loans portfolios
Mencía, Javier
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Banco de España
-
2009
with a
Value
at
Risk
constraint. I also obtain closed form expressions for the interest rates that banks should set in …
Persistent link: https://www.econbiz.de/10004969766
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