Liquidity Stress Testing in Asset Management - Part 3. Managing the Asset-Liability Liquidity Risk
Year of publication: |
[2021]
|
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Authors: | Roncalli, Thierry |
Publisher: |
[S.l.] : SSRN |
Subject: | Bankenliquidität | Bank liquidity | Portfolio-Management | Portfolio selection | Liquidität | Liquidity | Risikomanagement | Risk management | Bilanzstrukturmanagement | Asset-liability management | Basler Akkord | Basel Accord |
Extent: | 1 Online-Ressource (90 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 15, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3958330 [DOI] |
Classification: | C02 - Mathematical Methods ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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