Integrating solvency and liquidity stress tests : the use of Markov regime-switching models
Year of publication: |
2019
|
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Authors: | Han, Fei ; Leika, Mindaugas |
Publisher: |
[Washington, DC] : International Monetary Fund |
Subject: | stress testing | solvency risk | liquidity risk | asset fire sales | Markov regime-switching models | Markov-Kette | Markov chain | Liquidität | Liquidity | Bankenliquidität | Bank liquidity | Finanzkrise | Financial crisis | Betriebliche Liquidität | Corporate liquidity | Risikomanagement | Risk management | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Stresstest | Stress test |
Extent: | 1 Online-Ressource (circa 42 Seiten) Illustrationen |
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Series: | IMF working papers. - Washington, DC : IMF, ZDB-ID 2108494-4. - Vol. WP/19, 250 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 978-1-5135-1979-1 |
Other identifiers: | 10.5089/9781513519791.001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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