Looking beyond banks' average interest rate risk : determinants of high exposures
Year of publication: |
February 2017
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Authors: | Entrop, Oliver ; La Hausse, Ludwig von ; Wilkens, Marco |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 63.2017, p. 204-218
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Subject: | Interest rate risk | Banks | Tail exposures | Financial crisis | Zinsrisiko | Bankrisiko | Bank risk | Finanzkrise | Kreditrisiko | Credit risk |
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