The impacts of interest rates on banks' loan portfolio risk-taking
Luiz F.S. Adão, Douglas Silveira, Regis A. Ely, Daniel O. Cajueiro
| Year of publication: |
2022
|
|---|---|
| Authors: | Adão, Luiz F. S. ; Silveira, Douglas ; Ely, Regis Augusto ; Cajueiro, Daniel Oliveira |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 144.2022, p. 1-23
|
| Subject: | Agent based model | Banking | Interest rate | Loan portfolio | Risk | Zins | Kreditgeschäft | Bank lending | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Theorie | Theory | Kreditrisiko | Credit risk | Bilanzstrukturmanagement | Asset-liability management | Zinsrisiko | Interest rate risk | Bank | Agentenbasierte Modellierung | Agent-based modeling | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2022.104521 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013543114