Loan interest rate Nash models with solvency constraints in the banking sector

DOI10.1080/10556788.2021.1891537zbMath1493.91131OpenAlexW3133257143MaRDI QIDQ5865324

G. Battur, Gankhuu Battulga, Lkhamsuren Altangerel

Publication date: 13 June 2022

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2021.1891537

zbMATH Keywords

credit ratingBasel IIloan interest rateNash equilibrium modeland ES solvency constraintsBasel I

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Financial networks (including contagion, systemic risk, regulation) (91G45)

Related Items (1)

Multi-period loan interest rate Nash model with Basel II solvency constraint

Uses Software

• QRM

Cites Work

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• A New Projection Method for Variational Inequality Problems
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Existence and Uniqueness of Equilibrium Points for Concave N-Person Games

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