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. -- Logistische Regression ; Varablenauswahl ; Insolvenzprognose ; Bilanzanalyse ; bilanzielle Kennzahl ; Liquidität ; Solvenz …
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This paper describes the first thorough analysis of the interest risk of German banks on an individual bank level. We develop a new method that is based on time series of accountingbased data to quantify the interest risk of banks and apply it to analyze the German banking system. We find...
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