Risk-adjusted pricing of bank’s assets based on cash flow matching matrix
Year of publication: |
2013-12-31
|
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Authors: | Voloshyn, Ihor ; Voloshyn, Mykyta |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | asset pricing | funding matrix | economic capital | cash flow at risk | risk-adjusted return on capital (RAROC) | cash flow matching | interest rate | asset | liability |
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