Bank Net Interest Margin Forecasting and Capital Adequacy Stress Testing by Machine Learning Techniques
Year of publication: |
2019
|
---|---|
Authors: | Brummelhuis, Raymond |
Other Persons: | Luo, Zhongmin (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Zinsspanne | Interest margin | Prognoseverfahren | Forecasting model | Zins | Interest rate | Künstliche Intelligenz | Artificial intelligence | Kreditrisiko | Credit risk | Bank | Basler Akkord | Basel Accord | Bilanzstrukturmanagement | Asset-liability management | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (51 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3282408 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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