Sophistication in Risk Management, Bank Equity, and Stability
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- Jan Wenzelburger & Hans Gersbach, 2007. "Sophistication in Risk Management, Bank Equity, and Stability," Keele Economics Research Papers KERP 2007/08, Centre for Economic Research, Keele University.
References listed on IDEAS
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More about this item
Keywordsbanking regulation; Financial intermediation; macroeconomic risks; rating; risk management; risk premia;
- D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-06-30 (All new papers)
- NEP-BAN-2007-06-30 (Banking)
- NEP-MAC-2007-06-30 (Macroeconomics)
- NEP-REG-2007-06-30 (Regulation)
- NEP-RMG-2007-06-30 (Risk Management)
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