Pricing of loan commitments for facilitating stochastic liquidity needs
Year of publication: |
2011
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Authors: | Hau, Arthur |
Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 39.2011, 1/2, p. 71-94
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Subject: | Pricing of bank loan commitments | Liquidity needs | Bank liquidity reserve holding | Theorie | Theory | Bankenliquidität | Bank liquidity | Liquidität | Liquidity | Kredit | Credit | Kreditgeschäft | Bank lending | Betriebliche Liquidität | Corporate liquidity | Kreditrisiko | Credit risk |
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