| Title | Other author(s) | |
|---|---|---|
Simple banking: profitability and the yield curveBank of England Working papers [View] (Paper: wp452, 04.12.2012) |
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An economic capital model integrating credit and interest rate risk in the banking bookBank of England Working papers [View] (Paper: 388, 01.06.2010) |
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Towards a Framework of Quantifying Systemic StabilityIJCB International Journal of Central Banking [View] (Paper: 09q3a2, 28.08.2009) |
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Funding liquidity risk in a quantitative model of systemic stabilityBank of England Working papers [View] (Paper: 372, 15.06.2009) |
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An economic capital model integrating credit and interest rate risk in the banking bookEuropean Central Bank Working papers [View] (Paper: 1041, 06.05.2009) |
