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~subject:"Bilanzstrukturmanagement"
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Bilanzstrukturmanagement
Asset-liability management
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Jung, Hosung
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Kim, Uijin
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Bank of Korea WP 2019-7
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은행의 수익 및 자산구조를 반영한 통화정책 위험선호경로 (Monetary Policy's Risk-Taking Channel in Consideration of Bank's Profit and Asset Structure : Evidence from Korea)...
Kim, Uijin
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2019
Korean Abstract: 이 논문에서는 은행별 BIS비율에서 도출한 자산에 대한 위험가중치를 이용하여 금리와 은행의 수익 및 자산구조가 은행의 위험수준에 미치는 영향을 살펴보았다. 분석결과, 우리나라의 경우 단기금리가...
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