Work

An Economic Capital Model Integrating Credit and Interest Rate Risk in the Banking Book

Year: 2010

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1618864

Authors: Piergiorgio Alessandri, Mathias Drehmann

Institutions: Bank of England, Bank for International Settlements

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2115791510

Cites: 38

Cited by: 38

Related to: 10