On the risk management of demand deposits: quadratic hedging of interest rate margins.
Alexandre AdamHamza CherratMohamed HoukariJean Paul LaurentJean-Luc PrigentPublished in: Ann. Oper. Res. (2022)
Keyphrases
- risk management
- decision support system
- risk evaluation
- risk assessment
- financial markets
- risk analysis
- operational risk
- project management
- portfolio optimization
- risk factors
- commercial banks
- financial institutions
- software projects
- dual sourcing
- high level
- information security management
- financial services
- inventory systems
- lead time
- sensor data
- management system