Measuring systemic risk-adjusted liquidity (SRL) : a model approach
Andreas A. Jobst
| Year of publication: |
2014
|
|---|---|
| Authors: | Jobst, Andreas A. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 45.2014, p. 270-287
|
| Subject: | Systemic risk | Liquidity risk | Net Stable Funding Ratio (NSFR) | Extreme value theory | Financial contagion | Macroprudential policy | Liquidity regulation | Systemrisiko | Finanzmarktaufsicht | Financial supervision | Bankenliquidität | Bank liquidity | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Liquidität | Liquidity | Basler Akkord | Basel Accord | Liquiditätsbeschränkung | Liquidity constraint | Risikomaß | Risk measure | Bankenkrise | Banking crisis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010467904