Dynamic risk management of the lending rate policy of an interacted portfolio of loans via an investment strategy into a discrete stochastic framework
Year of publication: |
2008
|
---|---|
Authors: | Pantelous, Athanasios A. |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 25.2008, 4, p. 658-675
|
Subject: | Kreditrisiko | Credit risk | Bilanzstrukturmanagement | Asset-liability management | Kreditgeschäft | Bank lending | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Theorie | Theory |
-
Banks' concentration versus diversification in the loan portfolio : new evidence from Germany
Jahn, Nadya, (2013)
-
Bank portfolio risk and interest rate spread of risky loans : methodological analysis
Yu, Hua, (2015)
-
Bank Portfolio Risk and Interest Rate Spread of Risky Loans : Methodological Analysis
Yu, Hua, (2016)
- More ...
-
The impact of economic growth in mortality modelling for selected OECD countries
Dutton, Lydia, (2020)
-
Mortality effects of economic fluctuations in selected eurozone countries
Seklecka, Malgorzata, (2018)
-
Seklecka, Malgorzata, (2018)
- More ...