Optimal asset structure of a bank - bank reactions to stressful market conditions
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More about this item
Keywordsbanking; portfolio optimisation; stress-testing;
- E6 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2013-08-23 (Banking)
- NEP-CBA-2013-08-23 (Central Banking)
- NEP-RMG-2013-08-23 (Risk Management)
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