Analysis of bank failure : an application of cvar methodology on liquidity
Mubanga Mpundu
| Year of publication: |
2017
|
|---|---|
| Authors: | Mpundu, Mubanga |
| Published in: |
Risk governance & control : financial markets & institutions. - Sumy : Virtus Interpress, ISSN 2077-429X, ZDB-ID 2819546-2. - Vol. 7.2017, 2, p. 18-27
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| Subject: | Basel III | Cointegration | Credit Risk | Liquidity | Securitization | Kreditrisiko | Credit risk | Verbriefung | Basler Akkord | Basel Accord | Bankenliquidität | Bank liquidity | Bankinsolvenz | Bank failure | Liquidität | Kointegration | Theorie | Theory | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22495/rgcv7i2art2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012025583