Liquidity at risk : joint stress testing of solvency and liquidity
Year of publication: |
2020
|
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Authors: | Cont, Rama ; Kotlicki, Artur ; Valderrama, Laura |
Publisher: |
[Washington, DC] : International Monetary Fund |
Subject: | stress testing | solvency risk | liquidity risk | risk interaction | loss amplification | Finanzdienstleistung | Financial services | Bankrisiko | Bank risk | Bankenliquidität | Bank liquidity | Risikomodell | Risk model | Betriebliche Liquidität | Corporate liquidity | Risikomanagement | Risk management | Liquidität | Liquidity | Finanzkrise | Financial crisis | Basler Akkord | Basel Accord |
Extent: | 1 Online-Ressource (circa 40 Seiten) Illustrationen |
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Series: | IMF working papers. - Washington, DC : IMF, ZDB-ID 2108494-4. - Vol. WP/20, 82 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 978-1-5135-4613-1 |
Other identifiers: | 10.5089/9781513546131.001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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