Stress-Testing of liquidity risk in TARGET2
Year of publication: |
2017
|
---|---|
Authors: | Papsdorf, Patrick ; Arciero, Luca ; Frutos de Andres, Juan Carlos ; Hellqvist, Matti ; Heyvaert, Patrick ; Kaliontzoglou, Alexandros ; König, Ronald ; Korpinen, Kasperi ; Martin, Clement ; Müller, Alexander ; Garcia de Mirasierra, Miguel Perez ; Ponsart, Maxime ; Rainone, Edoardo ; Rosenkranz, Peter ; Testi, Sara |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | TARGET2 | stress testing | simulation | liquidity risk | principles for FMIs |
Series: | ECB Occasional Paper ; 183 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Research Report |
Language: | English |
ISBN: | 978-92-899-2845-8 |
Other identifiers: | 10.2866/286174 [DOI] 881693723 [GVK] hdl:10419/162200 [Handle] RePEc:ecb:ecbops:2017183 [RePEc] |
Classification: | C63 - Computational Techniques ; E42 - Monetary Systems; Standards; Regimes; Government and the Monetary System ; E58 - Central Banks and Their Policies ; G01 - Financial Crises |
Source: |
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