Commercial Bank Risk Management: An Analysis of the Process
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References listed on IDEAS
- William Fallon, 1996. "Calculating Value-at-Risk," Center for Financial Institutions Working Papers 96-49, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Bhattacharya Sudipto & Thakor Anjan V., 1993. "Contemporary Banking Theory," Journal of Financial Intermediation, Elsevier, vol. 3(1), pages 2-50, October.
- Jensen, Michael C. & Meckling, William H., 1976. "Theory of the firm: Managerial behavior, agency costs and ownership structure," Journal of Financial Economics, Elsevier, vol. 3(4), pages 305-360, October.
- Allen N. Berger & Gregory F. Udell, 1991. "Securitization, risk, and the liquidity problem in banking," Finance and Economics Discussion Series 181, Board of Governors of the Federal Reserve System (U.S.).
- George S. Oldfield & Anthony M. Santomero, 1997. "The Place of Risk Management in Financial Institutions," Center for Financial Institutions Working Papers 95-05, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Kim, Daesik & Santomero, Anthony M., 1993. "Forecasting required loan loss reserves," Journal of Economics and Business, Elsevier, vol. 45(3-4), pages 315-329.
- Froot, Kenneth A & Scharfstein, David S & Stein, Jeremy C, 1993.
"Risk Management: Coordinating Corporate Investment and Financing Policies,"
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- Christopher Marshall & Michael Siegel, 1996. "Value at Risk: Implementing a Risk Measurement Standard," Center for Financial Institutions Working Papers 96-47, Wharton School Center for Financial Institutions, University of Pennsylvania.
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More about this item
- G2 - Financial Economics - - Financial Institutions and Services
- G1 - Financial Economics - - General Financial Markets
- L2 - Industrial Organization - - Firm Objectives, Organization, and Behavior
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