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During the last years the lending business has come under considerable competitive pressure and bank managers often … are able to explain the financial performance of bank lending activities. The analysis is based on the CFS-data-set that …
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data from International Monetary Fund for period 2008 - 2013th as well as data from state agencies and central bank were …
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We propose a novel method of Mean-Capital Requirement portfolio optimization. The optimization is performed using a parallel framework for optimization based on the Nondominated Sorting Genetic Algorithm II. Capital requirements for market risk include an additional stress component introduced...
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