A Quantitative Liquidity Model for Banks

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...

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Bibliographic Details
Main Author: Schmaltz, Christian (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Wiesbaden : Gabler, 2009.
Subjects:
Finance.
Finance, general.
Online Access:Full Text via HEAL-Link

Internet

Full Text via HEAL-Link

ΒΚΠ - Πατρα: ALFd

Holdings details from ΒΚΠ - Πατρα: ALFd
Call Number: 330.01 BAU
Copy 1 Available

ΒΚΠ - Πατρα: BSC

Holdings details from ΒΚΠ - Πατρα: BSC
Call Number: 330.01 BAU
Copy 2 Available
Copy 3 Available

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