Schuermann, Til (contributor); Stiroh, Kevin J. (contributor) - 2006
diversification strategies.
Key words: commercial banks, risk management, portfolio choice, systemic risk
Schuermann: Federal Reserve … on observable common factors is
critical for risk management, especially credit risk management, as most models presume … from a hidden shock may a
bigger concern from a supervisory or risk management perspective as it is intrinsically harder …