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The integrated impact of credit and interest rate risk on banks : a dynamic framework and stress testing application
Drehmann, Mathias; Sorensen, Steffen; Stringa, Marco - In: Journal of banking & finance 34 (2010) 4, pp. 713-729
Persistent link: https://www.econbiz.de/10003966040
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The integrated impact of credit and interest rate risk on banks : an economic value and capital adequacy perspective
Drehmann, Mathias (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003616066
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El impacto integrado del riesgo de crédito y de tasa de interés bancarios : una perspectiva de valor económico y suficiencia de capital
Drehmann, Mathias; Sorensen, Steffen; Stringer, Marco - In: Monetaria 32 (2009) 1, pp. 63-115
Persistent link: https://www.econbiz.de/10003947891