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A mathematical treatment of bank monitoring incentives - MaRDI portal

A mathematical treatment of bank monitoring incentives (Q471170)

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scientific article; zbMATH DE number 6369499
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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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