A Risk Assessment Model for Banks
The objective of this paper is to propose a model to assess risk for banks. Its main innovation is to incorporate endogenous interaction between banks, recognising that the actual risk to which an individual bank is exposed also depends on its interaction with other banks and other private sector ag...
| Những tác giả chính: | , , |
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| Định dạng: | Journal article |
| Được phát hành: |
2005
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