Data/hora: 11/06/2024 02:17:20

Provedor de dados: | 31
País: | United States
Título: | A DEBT SELECTION MODEL FOR BANKS OF THE COOPERATIVE FARM CREDIT SYSTEM
Autores: | Tauer,   Loren W.; Boehlje,   Michael.
Data: | 2003-12-29
Ano: | 1981
Palavras-chave: | Agricultural Finance.
Resumo: | This article discusses the application of a quadratic programming model to the bond and note participation decision of a Cooperative Farm Credit Bank.  The model generates an efficient frontier of bond and note portfolios from which a bank can choose.  The composition of these portfolios depends upon the expected cost and variance-covariance of cost for the bond and note activities, debt needs, and the debt policy constraints of a bank.  The results indicate that the interest rate risk of various bond and note issues should be considered when making debt participation decisions.
Tipo: | Journal Article
Idioma: | Inglês

Identificador:

11845

http://purl.umn.edu/32581

Editor: | AgEcon Search
Relação: | Western Journal of Agricultural Economics&gt;Volume 06, Number 02, December 1981

Formato:

14

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