Bank business models at negative interest rates
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References listed on IDEAS
- Christian Brownlees & Robert F. Engle, 2017.
"SRISK: A Conditional Capital Shortfall Measure of Systemic Risk,"
Review of Financial Studies,
Society for Financial Studies, vol. 30(1), pages 48-79.
- Brownlees, Christian & Engle, Robert F., 2017. "SRISK: a conditional capital shortfall measure of systemic risk," ESRB Working Paper Series 37, European Systemic Risk Board.
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KeywordsBank business model; Clustering; Negative interest rates; Systemic risk; Unconventional monetary policy measures;
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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