Multi-Period Loan Interest Rate Nash Model with Basel II Solvency Constraint
This paper introduces multi–period loan interest rate Nash game models in the banking sector under regulatory solvency constraints. By taking solvency constraint as Basel II and modelling economic condition as AR(1) process, we obtain results regarding the existence of loan interest rate equilibrium...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Irkutsk State University
2022-09-01
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| Series: | Известия Иркутского государственного университета: Серия "Математика" |
| Subjects: | |
| Online Access: | https://mathizv.isu.ru/en/article/file?id=1416 |