THE CORRELATION BETWEEN THE MARKET RISK AND THE LIQUIDITY RISK IN THE ROMANIAN BANKING SECTOR
Year of publication: |
2010
|
---|---|
Authors: | Ioan, Trenca ; Adrian, Zoicas-Ienciu |
Published in: |
Annals of Faculty of Economics. - Facultatea de Ştiinţe Economice. - Vol. 1.2010, 1, p. 437-442
|
Publisher: |
Facultatea de Ştiinţe Economice |
Subject: | liquidity risk | market crisis | liquidity limits | Value at Risk | Liquidity at Risk |
Extent: | application/pdf |
---|---|
Type of publication: | Article |
Language: | English |
Classification: | G01 - Financial Crises ; G21 - Banks; Other Depository Institutions; Mortgages ; G32 - Financing Policy; Capital and Ownership Structure ; C63 - Computational Techniques |
Source: |
-
LIQUIDITY RISK MANAGEMENT IN CRISIS CONDITIONS
Simona, Mutu, (2010)
-
Financial network systemic risk contributions
Hautsch, Nikolaus, (2013)
-
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang, (2014)
- More ...
-
CONSIDERATIONS ON MONETARY POLICY HELD BY THE CENTRAL BANK TO ADOPT THE EURO
Ioan, Trenca, (2010)
-
Ioan, TRENCA, (2014)
-
PROFITABILITY OF THE CENTRAL AND EASTERN EUROPEAN BANKING SYSTEM
Ioan, TRENCA, (2014)
- More ...