Fayman, Alex; He, Ling T. - In: Journal of Risk Finance 11 (2011) January, pp. 26-40
Purpose – The purpose of this paper is to identify effects of prepayment risk on performance of commercial banks in the … USA. Understanding how various risks impact banks' performance can help to improve performance of financial institutions … and better estimate risk premia charged by banks on the loans they extend to their customers. Design …