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Duration gap analysis revisited method in order to improve risk management: the case of Chinese commercial bank interest rate risks after interest rate liberalization.

Marcel AusloosQianhui MaParmjit KaurBabar SyedGurjeet Dhesi
Published in: Soft Comput. (2020)
Keyphrases
  • risk management
  • commercial banks
  • risk analysis
  • risk assessment
  • decision support system
  • data analysis
  • expert systems
  • evaluation method
  • operational risk
  • data mining
  • decision makers