A mathematical treatment of bank monitoring incentives (Q471170)
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scientific article; zbMATH DE number 6369499
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mathematical treatment of bank monitoring incentives |
scientific article; zbMATH DE number 6369499 |
Statements
A mathematical treatment of bank monitoring incentives (English)
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14 November 2014
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principal/agent problem
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dynamic moral hazard
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optimal incentives
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optimal securitization
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stochastic control
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verification theorem
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