Exploring and controlling a bank's interest risk: Sensitivity analysis of an asset and liability co-ordination model
- 31 March 1987
- journal article
- Published by Elsevier in European Journal of Operational Research
- Vol. 28 (3) , 261-278
- https://doi.org/10.1016/s0377-2217(87)80168-6
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- On the term structure of interest ratesJournal of Financial Economics, 1978
- Commercial bank balance sheet optimizationJournal of Banking & Finance, 1977