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Description
Title: | A Firm-Level Model for Commercial Banks Servicing Agriculture: A Multi-Stage Stochastic Programming Approach |
Author(s): | Jeon, Dae-Seong |
Doctoral Committee Chair(s): | Paul Ellinger |
Department / Program: | Agricultural Economics |
Discipline: | Agricultural Economics |
Degree Granting Institution: | University of Illinois at Urbana-Champaign |
Degree: | Ph.D. |
Genre: | Dissertation |
Subject(s): | Business Administration, Banking |
Abstract: | The model results depend upon the model specification as well as the linkage between the bank and its external environments. In general, the differences between the balance sheet decisions made by the bank under the alternative scenarios are not large. Major findings of this study are (1) profitability is not substantially affected by alternative funds; (2) alternative funds aid interest rate risk management; (3) alternative funding is advantageous when deposit funds are declining; (4) alternative funds are needed to expand loan volume in periods of high loan demand; (5) expansion of the collateral base may not be needed; (6) loan demand, policy constraints, and gap ratios are often constraining the level of alternative funds used; and (7) arbitraging may occur in banks' investment portfolio as additional funding is used. |
Issue Date: | 1999 |
Type: | Text |
Language: | English |
Description: | 264 p. Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1999. |
URI: | http://hdl.handle.net/2142/83037 |
Other Identifier(s): | (MiAaPQ)AAI9944893 |
Date Available in IDEALS: | 2015-09-25 |
Date Deposited: | 1999 |
This item appears in the following Collection(s)
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Dissertations - Agricultural and Consumer Economics
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Graduate Dissertations and Theses at Illinois
Graduate Theses and Dissertations at Illinois