Bank portfolio risk and interest rate spread of risky loans : a methodological analysis
Year of publication: |
2017
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Authors: | Yu, Hua |
Published in: |
Journal of financial management and analysis : international review of finance. - Mumbai : [Verlag nicht ermittelbar], ISSN 0970-4205, ZDB-ID 1072082-0. - Vol. 30.2017, 2, p. 72-80
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Subject: | Loan valuation | Discrete Time | Model | Portfolio Risk Pricing | Risk-averse lenders | Theorie | Theory | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Risiko | Risk | Zins | Interest rate | Bankrisiko | Bank risk | Kreditgeschäft | Bank lending | Risikoaversion | Risk aversion |
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