Internal models for deposits: Effects on banks' capital and interest rate risk of assets-Reference-Cited by-同舟云学术

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Internal models for deposits: Effects on banks' capital and interest rate risk of assets

Published:2022-02 Issue: Volume:135 Page:105940
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Dal Borgo Mariela^ORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference46 articles.

1. A comprehensive view on risk reporting: Evidence from supervisory data;Abbassi;J. Financ. Intermed.,2018

2. Securitization without risk transfer;Acharya;J. Financ. Econ.,2013

3. Selection on observed and unobserved variables: Assessing the effectiveness of catholic schools;Altonji;J. Polit. Econ.,2005

4. Treatment of Interest Rate Risk in the Banking Book in Latin America;Araujo,2016

5. Principles for the Management and Supervision of Interest Rate Risk;Basel Committee on Banking Supervision,2004

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. E: Policy, Law and Regulation;World Banking Abstracts;2022-09-23

2. The measure of model risk in credit capital requirements;Finance Research Letters;2022-01

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