Introducing funding liquidity risk in a macro stress-testing framework
Year of publication: |
2014
|
---|---|
Authors: | Gauthier, Céline ; Souissi, Moez ; Liu, Xuezhi |
Published in: |
International journal of central banking : IJCB. - Washington, DC : European Central Bank, ISSN 1815-4654, ZDB-ID 2192333-4. - Vol. 10.2014, 4, p. 105-141
|
Subject: | Bankenliquidität | Bank liquidity | Bankrisiko | Bank risk | Systemrisiko | Systemic risk | Risikomanagement | Risk management |
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