信用风险和利率风险对银行的综合影响:一个动态框架与压力测试应用

The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application

Journal of Banking & Finance · 2009
被引 137
人大 A-ABS 3
银行风险管理信用风险利率风险压力测试金融监管