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An economic capital model integrating credit and interest rate risk in the banking book
Alessandri, Piergiorgio; Drehmann, Mathias - Bank of England - 2010
Banks often measure credit and interest rate risk separately and then add the two risk measures to determine their overall economic capital. This approach misses complex interactions between the two risks. We develop a framework where credit and interest rate risks are analysed jointly. We focus...
Persistent link: https://www.econbiz.de/10005018055
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Money for business
1985 - 5. ed
Persistent link: https://www.econbiz.de/10000723409
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Derivatives : report of an internal working group
1993
Persistent link: https://www.econbiz.de/10000876063
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Statement of principles / Bank of England
Bank of England - 1993
Persistent link: https://www.econbiz.de/10000619493
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Bank of England statistical abstract / 1
Bank of England - London - 1992 - 2000 nachgewiesen
Persistent link: https://www.econbiz.de/10000588310
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Bank of England statistical abstract / 2
Bank of England - London - 1992 - 2000 nachgewiesen
Persistent link: https://www.econbiz.de/10000588311
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Annual report under the Banking Act : for ...
Bank of England - London : Bank - 1987/88(1988) - 1997/98(1998) nachgewiesen
Persistent link: https://www.econbiz.de/10000371001
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Quarterly bulletin / Bank of England
Bank of England; Bank of England / Economic … - London : Bank of England Publ. Group; 1961-1979: London …; … - 1.1960/61(1961) -volume 55, no. 4 (2015)
Persistent link: https://www.econbiz.de/10000366272
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Inflation report
Bank of England; Bank of England / Monetary Policy Committee - [London] - 1994-November 2017
Persistent link: https://www.econbiz.de/10000535975