Documenti analoghi: <A> Liquidity Risk Stress - Testing Framework with Basel Liquidity Standards
- Liquidity risk and banks' bidding behavior: evidence from the global financial crisis
- Reputational Risk Quantification and Stress Testing
- Ad-Hoc Approaches to Stress Testing in the Pandemic Era
- Intraday Liquidity Modelling Using Statistical Methods
- Bank stress tests as an information device for emerging markets: the case of Rusia
- Liquidity risk management of banks belonging to Erste group and Societe generale group
Autore: Hejlová, Hana
Autore: Komárková, Zlatuše
- Integrace devizových trhů vybraných nových členských zemí Evropské unie
- Financial integration of stock markets among new EU members states and the euro area
- Financial integration of stock markets among new EU member states and the euro area
- Monetary policy in a small economy after tsunami: a new consensus on the horizon?
- Liquidity risk and banks' bidding behavior: evidence from the global financial crisis
- Loan loss provisioning in selected european banking sectors: do banks really behave in a procyclical way?