Valuing financial assets with liquidity discount : an implication to Basel III
Year of publication: |
2014
|
---|---|
Authors: | Chen, Ren-Raw ; Filonuk, William ; Patro, Dilip Kumar ; Yan, An |
Published in: |
Proceedings of the Second International Conference on Credit Analysis and Risk Management. - Newcastle upon Tyne : Cambridge Scholars Publ., ISBN 1-4438-6652-0. - 2014, p. 37-46
|
Subject: | Finanzdienstleistung | Financial services | Bankenliquidität | Bank liquidity | Basler Akkord | Basel Accord | Finanzkrise | Financial crisis | USA | United States | 2007 - 2008 |
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