Measurement of liquidity-adjusted market risk by VaR and expected shortfall : evidence from Turkish banks
Year of publication: |
2012
|
---|---|
Authors: | Aktas, Cihan ; Cortuk, Orcan ; Teker, Suat ; Yildirim, Burcu Deniz |
Published in: |
Journal of applied finance & banking. - London : Scienpress, ISSN 1792-6599, ZDB-ID 26142429. - Vol. 2.2012, 5, p. 137-147
|
Extent: | graph. Darst. |
---|---|
Type of publication: | Article |
Language: | English |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; E44 - Financial Markets and the Macroeconomy ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
-
Modelling the liquidity ratio as macroprudential instrument
End, Jan Willem van den, (2012)
-
Akdogan, Kurmas, (2014)
-
A macroprudential approach to address liquidity risk with the Loan-to-Deposit ratio
End, Jan Willem van den, (2013)
- More ...
-
Aktas, Cihan, (2012)
-
Aktas, Cihan, (2012)
-
Aktas, Cihan, (2012)
- More ...