An economic capital model integrating credit and interest rate risk in the banking book

✍ Scribed by Piergiorgio Alessandri; Mathias Drehmann

• Book ID: 116615425
• Publisher: Elsevier Science
• Year: 2010
• Tongue: English
• Weight: 347 KB
• Volume: 34
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2009.06.012