Work

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

Year: 2009

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2009.06.012

Authors: Piergiorgio Alessandri, Mathias Drehmann

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3124096932

FWCI: 9.582

Cites: 39

Cited by: 87

Related to: 10