Estimating liquidity risk using the exposure-based cash-flow-at-risk approach : an application to the UK banking sector
Meilan Yan, Maximilian J. B. Hall and Paul Turner
| Year of publication: |
2014
|
|---|---|
| Authors: | Yan, Meilan ; Hall, Maximilian ; Turner, Paul |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 19.2014, 3, p. 225-238
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| Subject: | liquidity risk | exposure-based CFaR | risk Management | funding Pressure | Risikomanagement | Risk management | Bankenliquidität | Bank liquidity | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010471929