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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Bibliographic Details

Main Authors:	Rodríguez Nava, Abigail, Venegas Martínez, Francisco
Format:	Online
Language:	Spanish
Editor:	El Colegio de México, A.C. 2009
Subjects:	riesgo de crédito probabilidad de incumplimiento economía bancaria G21 D81 risk credit default probability economics of banking
Online Access:	https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/126
Journal:	Estudios Económicos