Decisiones de los bancos comerciales en condiciones de riesgo e incertidumbre

This paper develops and optimization model that describes the decision process of a representative commercial bank in an uncertain environment. In the proposed model the magnitude of deposits and bank loans are driven by diffusion stochastic processes. Moreover, the model considers instant default p...

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Détails bibliographiques

Auteurs principaux:	Rodríguez Nava, Abigail, Venegas Martínez, Francisco
Format:	Online
Langue:	espagnol
Éditeur:	El Colegio de México, A.C. 2009
Sujets:	riesgo de crédito probabilidad de incumplimiento economía bancaria G21 D81 risk credit default probability economics of banking
Accès en ligne:	https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/126
Institution:	Estudios Económicos