Long-term bank balance sheet management : estimation and simulation of risk-factors
Year of publication: |
2013
|
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Authors: | Birge, John R. ; Júdice, Pedro |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 12, p. 4711-4720
|
Subject: | Balance sheet management | Asset-liability management | Long-term risk | Interest rate risk | Credit risk | Theorie | Theory | Bilanzstrukturmanagement | Kreditrisiko | Risikomanagement | Risk management | Zinsrisiko | Bankrechnungslegung | Bank accounting |
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