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In this paper we outline the Lagrangian constrained optimization method to solve complex problems subject to constraints. Firstly we summarize the Lagrangian constrained optimization routine. Secondly we outline a detailed implementation strategy. Thirdly and finally we provide example and solve...
Persistent link: https://www.econbiz.de/10013213151
The mining industry can be extremely volatile during times of economic downturn. We compare extreme risk in mining share portfolios from each of the world's seven leading mining areas using Conditional Value at Risk (CVaR) which measures those risks beyond traditional Value at Risk (VaR)...
Persistent link: https://www.econbiz.de/10013113404
banks with legacy problems. Non-performing loans (NPLs) with low and risky returns create a debt overhang that induces bank … lending but, as they force bank owners to absorb losses, can also make them prefer the bank being resolved. For severe legacy …
Persistent link: https://www.econbiz.de/10012864905
banks with legacy problems. Non-performing loans (NPLs) with low and risky returns create a debt overhang that induces bank … lending but, as they force bank owners to absorb losses, can also make them prefer the bank being resolved. For severe legacy …
Persistent link: https://www.econbiz.de/10013315059
Persistent link: https://www.econbiz.de/10013170856
formulation is presented for different levels of network compression or rerouting allowed from the initial inter-bank network. We …
Persistent link: https://www.econbiz.de/10012825191
suggest measuring the efforts a bank has to make to reach compliance as an additional portfolio which is derived from a …
Persistent link: https://www.econbiz.de/10011722654
This paper intends to explore one of the relatively less highlighted area viz. interest rate risk management by Indian banks with a view to providing an innovative edge to the specific area in the Indian context. Firstly, the paper aims at building empirical relationships between the average...
Persistent link: https://www.econbiz.de/10013007994
bank, considering the different bank management objectives and the legal, managerial and market constraints, for the … purpose of enhancing the value of the bank, providing liquidity, and mitigating interest rate risk (Gup and Brooks, 1993). An …-liability management of different bank groups, in terms of its implications on profitability, liquidity, and interest rate sensitivity …
Persistent link: https://www.econbiz.de/10013148581
The objective of this paper is to discuss the use of modern frontier efficiency analysis to analyze firm performance in the insurance industry. The objective is to provide the foundations for insurance economists to use in adapting their research to incorporate the frontier efficiency approach....
Persistent link: https://www.econbiz.de/10013066707