Internal models for deposits : effects on banks' capital and interest rate risk of assets
Mariela Dal Borgo
| Year of publication: |
2022
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|---|---|
| Authors: | Dal Borgo, Mariela |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 135.2022, p. 1-18
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| Subject: | Asset repricing maturity | Bank regulatory capital | Basel II | Demand deposits | Interest rate risk | Internal model | Standardized approach | Basler Akkord | Basel Accord | Zinsrisiko | Einlagengeschäft | Deposit banking | Bilanzstrukturmanagement | Asset-liability management | Bankrisiko | Bank risk | Zins | Interest rate | Kreditrisiko | Credit risk | Bankenregulierung | Bank regulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2020.105940 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013401973