Risk-adjusted pricing of bank’s assets based on cash flow matching matrix
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- de Haan, Leo & van den End, Jan Willem, 2013.
"Bank liquidity, the maturity ladder, and regulation,"
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- Voloshyn, Ihor & Lubich, Oleksandr, 2014.
"Методологічні Проблеми Фінансового Управління В Банківському Секторі України: Уроки Кризи
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Keywordsasset pricing; funding matrix; economic capital; cash flow at risk; risk-adjusted return on capital (RAROC); cash flow matching; interest rate; asset; liability;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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