Funding Liquidity Risk from A Regulatory Perspective
Year of publication: |
2013-12
|
---|---|
Authors: | Gouriéroux, Christian ; Heam, Jean-Cyprien |
Institutions: | Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) |
Subject: | Regulation | Funding Liquidity Risk | Liquidity Shortage | Solvency 2 | Value-at-Risk | Asset/Liability Management |
-
Funding liquidity risk from a regulatory perspective
Gouriéroux, Christian, (2013)
-
Funding Liquidity Risk From a Regulatory Perspective
Gouriéroux, Christian, (2014)
-
Funding Liquidity Risk From a Regulatory Perspective
Gouriéroux, Christian, (2014)
- More ...
-
Liquidation Equilibrium with Seniority and Hidden CDO
Gouriéroux, Christian, (2013)
-
Bilateral exposures and systemic solvency risk
Gouriéroux, Christian, (2012)
-
Procyclité des Régulations des Marchés Financiers
Auray, Stéphane, (2013)
- More ...