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A model of bank behaviour for the assessment of the potential balance sheet impact of the
NSFR
liquidity requirement
Lang, Péter
-
2017
for complying with the
NSFR
liquidity requirement. The suggested approach, which is also flexible enough to be applied in … results, banks react to the introduction of the
NSFR
by strongly increasing their high-quality liquid assets, as well as …
Persistent link: https://www.econbiz.de/10011784382
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