Risk-based capital requirements and optimal liquidation in a stress scenario
Year of publication: |
2018
|
---|---|
Authors: | Braouezec, Yann ; Wagalath, Lakshithe |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 22.2018, 2, p. 747-782
|
Subject: | Risk-weighted assets | Stress-tests | Fire sales | Market impact | Optimal liquidation | Systemic capital surcharge | Theorie | Theory | Bankenliquidität | Bank liquidity | Basler Akkord | Basel Accord | Liquidität | Liquidity | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk |
-
Malandrakis, Ioannis K., (2014)
-
Liquidity at Risk : Joint Stress Testing of Solvency and Liquidity
Cont, Rama, (2020)
-
Liquidity at Risk : Joint Stress Testing of Solvency and Liquidity
Cont, Rama, (2020)
- More ...
-
Risk-Based Capital Requirements and Optimal Liquidation in a Stress Scenario
Braouezec, Yann, (2016)
-
Strategic fire-sales and price-mediated contagion in the banking system
Braouezec, Yann, (2019)
-
Strategic Fire-Sales and Price-Mediated Contagion in the Banking System
Braouezec, Yann, (2018)
- More ...