Modelling and measuring business risk and the resiliency of retail banks
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- Chaffai, Mohamed & Dietsch, Michel, 2015. "Modelling and measuring business risk and the resiliency of retail banks," Journal of Financial Stability, Elsevier, vol. 16(C), pages 173-182.
- Chaffai, Mohamed & Dietsch, Michel, 2013. "Modelling and measuring business risk and the resiliency of retail banks," Discussion Papers 35/2013, Deutsche Bundesbank.
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More about this item
KeywordsBank solvency; Retail Banking; Business Risk; Efficiency Frontier Methodology; Profit Function.;
- 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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