A liquidity risk stress-testing framework with Basel liquidity standards
Hana Hejlová, Zlatuše Komárková, Marek Rusnák
| Year of publication: |
2020
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|---|---|
| Authors: | Hejlová, Hana ; Komárková, Zlatuše ; Rusnák, Marek |
| Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 29.2020, 3, p. 251-273
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| Subject: | banking | financial stability | liquidity | stress testing | Bankenliquidität | Bank liquidity | Liquidität | Liquidity | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Kreditrisiko | Credit risk | Betriebliche Liquidität | Corporate liquidity | Stresstest | Stress test | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Bankenaufsicht | Banking supervision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18267/j.pep.732 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012593458