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~isPartOf:"Financial markets, institutions & instruments"
~isPartOf:"Journal of risk"
~subject:"Credit risk"
~subject:"Kapitalbedarf"
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Modeling nonmaturing deposits : a framework for interest and liquidity risk management
Avsar, Emil
;
Ruimy, Benjamin
- In:
Journal of risk
24
(
2021
)
1
,
pp. 79-106
Persistent link: https://www.econbiz.de/10012816819
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2
Nonmaturity desposits and banks' exposure to interest rate risk : issues arising from the Basel regulatory framework
Cocozza, Rosa
;
Curcio, Domenico
;
Gianfrancesco, Igor
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 99-134
Persistent link: https://www.econbiz.de/10011438896
Saved in:
3
On the reliability of integrated risk measurement in practice
Grundke, Peter
- In:
Journal of risk
15
(
2012/13
)
3
,
pp. 87-110
Persistent link: https://www.econbiz.de/10009732826
Saved in:
4
The value of deposit insurance in the presence of interest rate and credit risk
Anderson, Ronald W.
;
Cakici, Nusret
- In:
Financial markets, institutions & instruments
8
(
1999
)
5
,
pp. 45-62
Persistent link: https://www.econbiz.de/10001444076
Saved in:
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