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Commercial Bank Risk Management: An Analysis of the Process Author info | Abstract | Publisher info | Download info | Related research | Statistics Anthony Santomero
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Article provided by Springer in its journal Journal of Financial Services Research .
Volume (Year): 12 (1997)
Issue (Month): 2 (October)
Pages: 83-115
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Handle: RePEc:kap:jfsres:v:12:y:1997:i:2:p:83-115Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=102934
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: George S. Oldfield & Anthony M. Santomero, 1997.
"The Place of Risk Management in Financial Institutions ,"
Center for Financial Institutions Working Papers
95-05, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!]
Kim, Daesik & Santomero, Anthony M., 1993.
"Forecasting required loan loss reserves ,"
Journal of Economics and Business ,
Elsevier, vol. 45(3-4), pages 315-329.
[Downloadable!] (restricted)
Santomero, Anthony M, 1984.
"Modeling the Banking Firm: A Survey ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 16(4), pages 576-602, November.
[Downloadable!] (restricted)
Jensen, Michael C. & Meckling, William H., 1976.
"Theory of the firm: Managerial behavior, agency costs and ownership structure ,"
Journal of Financial Economics ,
Elsevier, vol. 3(4), pages 305-360, October.
[Downloadable!] (restricted)
Anthony M. Santomero & Jeffrey J. Trester, 1997.
"Structuring Deposit Insurance for a United Europe ,"
European Financial Management ,
Blackwell Publishing Ltd, vol. 3(2), pages 135-154.
[Downloadable!] (restricted)
Berger, Allen N & Udell, Gregory F, 1995.
"Relationship Lending and Lines of Credit in Small Firm Finance ,"
Journal of Business ,
University of Chicago Press, vol. 68(3), pages 351-81, July.
[Downloadable!] (restricted)
Christopher Marshall & Michael Siegel, 1996.
"Value at Risk: Implementing a Risk Measurement Standard ,"
Center for Financial Institutions Working Papers
96-47, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!]
Allen, Franklin & Santomero, Anthony M., 1997.
"The theory of financial intermediation ,"
Journal of Banking & Finance ,
Elsevier, vol. 21(11-12), pages 1461-1485, December.
[Downloadable!] (restricted)
Other versions: Bhattacharya Sudipto & Thakor Anjan V., 1993.
"Contemporary Banking Theory ,"
Journal of Financial Intermediation ,
Elsevier, vol. 3(1), pages 2-50, October.
[Downloadable!] (restricted)
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
George S. Oldfield & Anthony M. Santomero, 1997.
"The Place of Risk Management in Financial Institutions ,"
Center for Financial Institutions Working Papers
95-05, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!]
Peter F. Christoffersen & Francis X. Diebold, 1997.
"How Relevant is Volatility Forecasting for Financial Risk Management? ,"
Center for Financial Institutions Working Papers
97-45, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!]
Other versions:
Peter F. Christoffersen & Francis X. Diebold, 1998.
"How Relevant is Volatility Forecasting for Financial Risk Management? ,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
98-080, New York University, Leonard N. Stern School of Business-.
[Downloadable!] Peter F. Christoffersen & Francis X. Diebold, 1998.
"How Relevant is Volatility Forecasting for Financial Risk Management? ,"
NBER Working Papers
6844, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Peter F. Christoffersen & Francis X. Diebold, 2000.
"How Relevant is Volatility Forecasting for Financial Risk Management? ,"
The Review of Economics and Statistics ,
MIT Press, vol. 82(1), pages 12-22, February.
[Downloadable!] (restricted) J. David Cummins & David Lalonde & Richard D. Phillips, 2000.
"The Basis Risk of Catastrophic-Loss Index Securities ,"
Center for Financial Institutions Working Papers
00-22, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!]
Other versions: Das, Abhiman & Ghosh, Saibal, 2007.
"Determinants of Credit Risk in Indian State-owned Banks: An Empirical Investigation ,"
MPRA Paper
17301, University Library of Munich, Germany.
[Downloadable!]
Scott D. Aguais & Anthony M. Santomero, 1997.
"Incorporating New Fixed Income Approaches into Commercial Loan Valuation ,"
Center for Financial Institutions Working Papers
98-06, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!]
Vicente Salas & Jesús Saurina, 2002.
"Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks ,"
Journal of Financial Services Research ,
Springer, vol. 22(3), pages 203-224, December.
[Downloadable!] (restricted)
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