Liquidity risk and credit risk : a relationship based on the interaction between liquid asset ratio, non-performing loans ratio and systemic liquidity risk
Ioannis K. Malandrakis
| Year of publication: |
2014
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|---|---|
| Authors: | Malandrakis, Ioannis K. |
| Published in: |
International journal of financial engineering and risk management. - Olney : Inderscience, ISSN 2049-0909, ZDB-ID 2735250-X. - Vol. 1.2014, 4, p. 375-400
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| Subject: | risk management | liquidity | liquidity risk | systemic liquidity risk | liquid asset ratio | liquidity risk management | credit risk | non-performing loans ratio | past due loans | Basel II | Basel III | Kreditrisiko | Credit risk | Liquidität | Liquidity | Risikomanagement | Risk management | Bankenliquidität | Bank liquidity | Basler Akkord | Basel Accord | Betriebliche Liquidität | Corporate liquidity | Notleidender Kredit | Non-performing loan | Theorie | Theory | Bankrisiko | Bank risk | Portfolio-Management | Portfolio selection | Systemrisiko | Systemic risk | Kreditgeschäft | Bank lending | Risikomaß | Risk measure |