From stress to strategy : how banks balance the scales / Ruben Hipp, Javier Ojea-Ferreiro.: FB3-5/2026-26E-PDF
"This paper introduces a partial equilibrium stress-testing model in which heterogeneous banks optimize portfolios subject to regulatory constraints, with endogenous price effects and managerial buffers arising from a Nash equilibrium. Applied to Canada's Big Six banks, the framework is used to illustrate three applications"--Abstract, page 1.
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| Title | From stress to strategy : how banks balance the scales / Ruben Hipp, Javier Ojea-Ferreiro. |
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| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Digital text |
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| Description | 1 online resource (41 pages) : graphs. |
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