Coherent measures of risk from a general equilibrium perspective

P Csóka, PJJ Herings, LÁ Kóczy - Journal of Banking & Finance, 2007 - Elsevier
Coherent measures of risk defined by the axioms of monotonicity, subadditivity, positive
homogeneity, and translation invariance are recent tools in risk management to assess the …

[PDF][PDF] Coherent Measures of Risk from a General Equilibrium Perspective

LÁ KOCZY - vmek.oszk.hu
Coherent measures of risk defined by the axioms of monotonicity, subadditivity, positive
homogeneity, and translation invariance are recent tools in risk management to assess the …

Why do (or do not) banks share customer information? A comparison of mature private credit markets and markets in transition

I Major - 2006 - econstor.eu
Credit bureaus administering information sharing among lenders about customers reduce
information asymmetry and should be key to modern credit markets. In contrast to former …

[PDF][PDF] Why do (or do not) banks share customer information?

I MAJOR - mek.niif.hu
Credit bureaus administering information sharing among lenders about customers reduce
information asymmetry and should be key to modern credit markets. In contrast to former …