The impact of the Basel III liquidity ratios on banks : evidence from a simulation study
Peter Grundke, André Kühn
| Year of publication: |
2020
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|---|---|
| Authors: | Grundke, Peter ; Kühn, André |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 75.2020, p. 167-190
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| Subject: | Basel III | Bottom-up approach | Economic capital | Integrated risk measurement | LCR | Liquidity risk | NSFR | Basler Akkord | Basel Accord | Bankenliquidität | Bank liquidity | Risikomaß | Risk measure | Simulation | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Liquidität | Liquidity | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2019.02.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012416452