Bank's Assets and Liabilities Management with Multiple Sources of Risk
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More about this item
Keywords
bank; risk; risk aversion; decisions with multiple sources of risk;All these keywords.
JEL classification:
- D21 - Microeconomics - - Production and Organizations - - - Firm Behavior: Theory
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2003-07-13 (Corporate Finance)
- NEP-RMG-2003-07-13 (Risk Management)
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