The Use Of A Value At Risk Measure For The Analysis Of Bank Interest Margins
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More about this item
KeywordsVaR; risk management; net interest margin Least Squares Method;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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