Search Results - subject:"decisions with multiple sources of risk"

Bank's Assets and Liabilities Management with Multiple Sources of Risk

Pausch, Thilo - Institut für Volkswirschaftlehre, Fakultät für … - 2003

changes. Keywords: bank, risk, risk aversion, decisions with multiple sources of risk. JEL classification: D21, D81, G21 …, decisions with multiple sources of risk. JEL classification: D21, D81, G21 1 Introduction It is generally accepted that risk is …

Persistent link: https://www.econbiz.de/10005570388

Bank's Assets and Liabilities Management with Multiple Sources of Risk

Pausch, Thilo - 2003

The industrial organization approach to banking is applied to analyze theeffects of the introduction of joint credit and interbank rate risk on the optimaldecisions on deposits and loans of a competitive bank. It is found that dueto the introduction of both sources of risk there appear direct...

Persistent link: https://www.econbiz.de/10010273129