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A Quantitative Liquidity Model for Banks
Internal liquidity models for banks have gained considerable importance since German regulators have decided to accept them for regulatory reporting. Christian Schmaltz identifies product cash flows, funding spread, funding capacity, haircuts, and short-term interest rates as key liquidity variables...
| Cote: | Libro Electrónico |
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| Format: | Électronique eBook |
| Langue: | Inglés |
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Wiesbaden :
Gabler Verlag : Imprint: Gabler Verlag,
2009.
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| Édition: | 1st ed. 2009. |
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| Accès en ligne: | Texto Completo |