Liquidity at Risk : Joint Stress Testing of Solvency and Liquidity
Year of publication: |
2020
|
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Authors: | Cont, Rama |
Other Persons: | Kotlicki, Artur (contributor) ; Valderrama, Laura (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Bankenliquidität | Bank liquidity | Liquidität | Liquidity | Betriebliche Liquidität | Corporate liquidity | Finanzdienstleistung | Financial services | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Basler Akkord | Basel Accord | Marktliquidität | Market liquidity | Stresstest | Stress test | Kreditrisiko | Credit risk |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3397389 [DOI] |
Classification: | G01 - Financial Crises ; G21 - Banks; Other Depository Institutions; Mortgages ; G33 - Bankruptcy; Liquidation |
Source: | ECONIS - Online Catalogue of the ZBW |
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