The impact of savings withdrawals on a banker's capital holdings subject to Basel III accord
Year of publication: |
2020
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Authors: | Perera, Ryle S. ; Sato, Kimitoshi |
Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 15.2020, 2, p. 1-30
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Subject: | Bank asset allocation | Basel III Capital Accord | HJB equation | mean-variance optimization | Poisson process | savings deposits | Basler Akkord | Basel Accord | Theorie | Theory | Sparen | Savings | Portfolio-Management | Portfolio selection | Einlagengeschäft | Deposit banking |
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