Pricing of Loan Commitments for Facilitating Stochastic Liquidity Needs
Year of publication: |
2011
|
---|---|
Authors: | Hau, Arthur |
Published in: |
Journal of Financial Services Research. - Springer, ISSN 0920-8550. - Vol. 39.2011, 1, p. 71-94
|
Publisher: |
Springer |
Subject: | Pricing of bank loan commitments | Liquidity needs | Bank liquidity reserve holding |
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