... have seen positive effects from negative interest rates, whereas other banks have not. Monetary policy Interest rate Bank profitability Financial crisis C53 E43 E52 G21 Bank performance and monetary policy rates have become more closely linked since the global financial crisis...

... commercial and non-commercial purposes), subject to full attribution to the original publication and authors. The full terms of this licence maybe seen at http://creativecommons.org/licences/by/4.0/legalcode Credit scoring Literature review Risk management Optimization methods C01 C44 C53...

... at Risk (CaViaR) model (see Bao et al., 2004 ; Chen et al., 2012 ; Drakos et al., 2015 ; Kuester et al., 2006). This quantile regression model does not require distributional assumptions. Value at risk GARCH CaViaR MILA ASEAN C52 C53 G17...