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isPartOf:"Journal of banking & finance"
subject:"Prinzipal-Agent-Theorie"
~isPartOf:"Economics letters"
~isPartOf:"The journal of corporate finance : contracting, governance and organization"
~person:"Drehmann, Mathias"
~subject:"Duopol"
~subject:"Kreditrisiko"
~subject:"Risikomanagement"
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Drehmann, Mathias
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Journal of banking & finance
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The integrated impact of credit and interest rate risk on banks : a dynamic framework and stress testing application
Drehmann, Mathias
;
Sorensen, Steffen
;
Stringa, Marco
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 713-729
Persistent link: https://www.econbiz.de/10003966040
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2
An economic capital model integrating credit and interest rate risk in the banking book
Alessandri, Piergiorgio
;
Drehmann, Mathias
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 730-742
Persistent link: https://www.econbiz.de/10003966042
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