Measuring systemic risk-adjusted liquidity (SRL) : a model approach
Year of publication: |
2014
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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
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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 | Basler Akkord | Basel Accord | Finanzkrise | Financial crisis | Liquidität | Liquidity | Theorie | Theory | Kreditrisiko | Credit risk | Liquiditätsbeschränkung | Liquidity constraint | Bankrisiko | Bank risk |
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