Bank balance sheet risk allocation
Pedro Júdice, Qiji Jim Zhu
| Year of publication: |
2021
|
|---|---|
| Authors: | Júdice, Pedro ; Zhu, Qiji Jim |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 133.2021, p. 1-15
|
| Subject: | Balance sheet optimization | Credit risk | Duality | Interest rate risk | Risk allocation | Theorie | Theory | Kreditrisiko | Bankrechnungslegung | Bank accounting | Bankrisiko | Bank risk | Zinsrisiko | Risikomanagement | Risk management | Risiko | Risk | Finanzdienstleistung | Financial services | Portfolio-Management | Portfolio selection | Bilanzstrukturmanagement | Asset-liability management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106257 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013256446