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An approximate multi-period Vasicek credit risk model
García-Céspedes, Rubén; Moreno, Manuel - In: Journal of banking & finance 81 (2017), pp. 105-113
Persistent link: https://www.econbiz.de/10011816423
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On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl - In: Journal of banking & finance 37 (2013) 3, pp. 847-853
Persistent link: https://www.econbiz.de/10009708735
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Loan portfolio diversification, market structure and bank stability
Shim, Jeungbo - In: Journal of banking & finance 104 (2019), pp. 103-115
Persistent link: https://www.econbiz.de/10012163790
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Stochastische mehrstufige lineare Programmierung im Asset & Liability Management
Marohn, Christina A.; Marohn, Christina - 1998
Persistent link: https://www.econbiz.de/10000673233
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Model uncertainty and systematic risk in US banking
Baele, Lieven; De Bruyckere, Valerie; De Jonghe, Olivier; … - In: Journal of banking & finance 53 (2015), pp. 49-66
Persistent link: https://www.econbiz.de/10011377693
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A new approach to optimal capital allocation for RORAC maximization in banks
Kang, Woo-Young; Poshakwale, Sunil S. - In: Journal of banking & finance 106 (2019), pp. 153-165
Persistent link: https://www.econbiz.de/10012224261
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Maturity mismatch and incentives : Evidence from bank issued wealth management products in China
Luo, Ronghua; Fang, Hongyan; Liu, Jinjing; Zhao, Senyang - In: Journal of banking & finance 107 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012224539
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Real estate as a common risk factor in bank stock returns
Carmichael, Benoît; Coën, Alain - In: Journal of banking & finance 94 (2018), pp. 118-130
Persistent link: https://www.econbiz.de/10011966483
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The implications of the new capital adequacy rules for portfolio management of credit assets
Hammes, Wolfgang; Shapiro, Mark - In: Journal of banking & finance 25 (2001) 1, pp. 97-114
Persistent link: https://www.econbiz.de/10001546240
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The effect of ownership on the prudential behavior of banks : the case of China
Jia, Chunxin - In: Journal of banking & finance 33 (2009) 1, pp. 77-87
Persistent link: https://www.econbiz.de/10003802956