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Showing 1 to 1 of 1 for “"Stochastic banking model"”.
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Stochastic modelling in bank management and optimization of bank asset allocation
… for state-of-the-art risk management in banking, especially in the area of credit risk in view of Basel II. The new regulation seeks to provide incentives for greater awareness of differences in risk through more risk-sensitive minimum capital requirements based on numerical formulas. …