THE USE OF A VALUE AT RISK MEASURE FOR THE ANALYSIS OF BANK INTEREST MARGINS
Year of publication: |
2012
|
---|---|
Authors: | Gemzik-Salwach, Agata |
Published in: |
"e-Finanse". - Instytut Gospodarki. - Vol. 8.2012, 4, p. 15-29
|
Publisher: |
Instytut Gospodarki |
Subject: | VaR | risk management | net interest margin Least Squares Method |
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