When liquidity risk becomes a macro-prudential issue: Empirical evidence of bank behaviour
Year of publication: |
2009-12
|
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Authors: | End, Jan Willem van den ; Tabbae, Mostafa |
Institutions: | de Nederlandsche Bank |
Subject: | banking | financial stability | stress-tests | liquidity risk |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; E44 - Financial Markets and the Macroeconomy ; G21 - Banks; Other Depository Institutions; Mortgages ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
-
Liquidity Stress-Tester: Do Basel III and Unconventional Monetary Policy Work?
End, Jan Willem van den, (2010)
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When liquidity risk becomes a systemic issue: Empirical evidence of bank behaviour
den End, Jan Willem van, (2012)
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Liquidity Stress-Tester: A macro model for stress-testing banks' liquidity risk
End, Jan Willem van den, (2008)
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Modelling Scenario Analysis and Macro Stress-testing
End, Jan Willem van den, (2006)
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Measuring Financial Stability: Applying the MfRisk Model to the Netherlands
End, Jan Willem van den, (2005)
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Pattipeilohy, Christiaan, (2013)
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