Modelling and measuring business risk and the resiliency of retail banks
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- Chaffai, Mohamed & Dietsch, Michel, 2013. "Modelling and measuring business risk and the resiliency of retail banks," Discussion Papers 35/2013, Deutsche Bundesbank.
- M. Chaffai & M. Dietsch, 2014. "Modelling and measuring business risk and the resiliency of retail banks," Débats économiques et financiers 14, Banque de France.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- F. Borel-Mathurin & S. Loisel & J. Segers, 2017.
"Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views,"
Débats économiques et financiers
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- B. Camara & F.-D. Castellani & H. Fraisse & L. Frey & C. Héam & L. Labonne & V. Martin, 2015. "MERCURE : A Macroprudential Stress Testing Model developed at the ACPR," Débats économiques et financiers 19, Banque de France.
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More about this item
KeywordsBank solvency; Retail banking; Business risk; Efficiency analysis; Profit;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- D24 - Microeconomics - - Production and Organizations - - - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity
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