Liquidity stress-tester : a model for stress-testing banks' liquidity risk
Year of publication: |
2009
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Authors: | End, Jan-Willem van den |
Published in: |
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute. - Oxford : Oxford Univ. Press, ISSN 1610-241X, ZDB-ID 2098761-4. - Vol. 56.2010, 1, p. 38-69
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Subject: | Bankenliquidität | Bank liquidity | Schock | Shock | Bankgeschäft | Banking services | Kreditrisiko | Credit risk | Messung | Measurement | Makroökonometrie | Macroeconometrics | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Niederlande | Netherlands | 2007 |
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