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Bank Capital Allocation under Multiple Constraints

Được nghiên cứu và điều chỉnh theo các dữ liệu ở Hoa Kỳ, bài viết đưa ra mô hình kết luận rằng: Khi rủi ro của thị trường tín dụng tăng lên, tỉ lệ cho vay của thị trường sẽ giảm đi, nếu rủi ro tín dụng thấp thì ngược lại....

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Bibliographic Details
Main Author: Tirupam Goel
Other Authors: Ulf Lewrick
Format: Tài liệu tham khảo khác
Language:English
Published: Bank for international settlements 2017
Subjects:
Internal capital market
Thị trường vốn nội bộ
Value-at-Risk
Giá trị rủi ro
Online Access:https://muontailieuso.quochoi.vn/DefaultBookView.aspx?BookID=31687
https://hdl.handle.net/11742/53214
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