Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks
Year of publication: |
2008
|
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Authors: | Memmel, Christoph |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Interest Rate Risk | Stress Testing |
Series: | Discussion Paper Series 2 ; 2008,07 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 570357969 [GVK] hdl:10419/19784 [Handle] RePEc:zbw:bubdp2:7317 [RePEc] |
Classification: | G12 - Asset Pricing ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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Memmel, Christoph, (2008)
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