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The optimal capital structure of a liquidity-insuring bank
Büttler, Hans-Jürg - In: The econometrics journal 2 (1999) 2, pp. 268-291
Persistent link: https://www.econbiz.de/10001515411
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Über die Bestimmung des "Teil-Value-at Risk" eines Subportfolios
Rolfes, Bernd; Henn, Eric Tobias - In: Finanzmarkt und Portfolio-Management 12 (1998) 3, pp. 317-325
Persistent link: https://www.econbiz.de/10001517501
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Brown'sche Brücken zum modernen Asset & Liability Management
Siegl, Thomas; Burmester, Christoph - In: Die Bank (2000) 9, pp. 634-639
Persistent link: https://www.econbiz.de/10001506555
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Asset-Liability-Management für Versicherer
Laster, David Scott; Thorlacius, A. Eric - 2000
Persistent link: https://www.econbiz.de/10001507955
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Handbuch Gesamtbanksteuerung : Integration von Markt-, Kredit- und operationalen Risiken
Eller, Roland (ed.) - 2001
Persistent link: https://www.econbiz.de/10001532550
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Das Flexible-Trigger-Konzept : eine neue Generation von Problemlösungen innerhalb des integrierten Risikomanagements
Liebwein, Peter; Müller, Andreas - 2000
Persistent link: https://www.econbiz.de/10001535628
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Scenario optimization asset and liability modeling for endowments with guarantees
Consiglio, Andrea (contributor); Cocco, Flavio (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536992
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A theory of bank capital
Diamond, Douglas W.; Rajan, Raghuram Govind - In: The journal of finance : the journal of the American … 55 (2000) 6, pp. 2431-2465
Persistent link: https://www.econbiz.de/10001537324
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Embedded options impact on interest rate risk and capital adequacy
Brooks, Robert; Gup, Benton E. - In: The journal of applied business research 15 (1999) 4, pp. 11-20
Persistent link: https://www.econbiz.de/10001446196