An economic capital model integrating credit and interest rate risk in the banking book
- 1 April 2010
- journal article
- Published by Elsevier BV in Journal of Banking & Finance
- Vol. 34 (4), 730-742
- https://doi.org/10.1016/j.jbankfin.2009.06.012
Abstract
No abstract availableThis publication has 13 references indexed in Scilit:
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