System stress testing of bank liquidity risk
Year of publication: |
May 2017
|
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Authors: | Pagratis, Spyros ; Topaloglou, Nikolas ; Tsionas, Efthymios G. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 73.2017, part A, p. 22-40
|
Subject: | Banks | Liquidity risk | Stochastic dominance efficiency | Bankenliquidität | Bank liquidity | Risiko | Risk | Stochastischer Prozess | Stochastic process | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Theorie | Theory |
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