A framework for integrating different risks : the interaction between credit and interest rate risk
Steffen Sorensen and Marco Stringa
| Year of publication: |
2009
|
|---|---|
| Authors: | Sorensen, Steffen ; Stringa, Marco |
| Published in: |
Stress-testing the banking system : methodologies and applications. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 978-0-521-76730-9. - 2009, p. 165-183
|
| Subject: | Finanzmarkt | Financial market | Zentralbank | Central bank | Finanzsystem | Financial system | Bankgeschäft | Banking services | Zinsrisiko | Interest rate risk | Kreditrisiko | Credit risk | Bankenaufsicht | Banking supervision | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003906139