Estimating liquidity risk using the exposure-based cash-flow-at-risk approach an application to the UK banking sector

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Bibliographische Detailangaben
Veröffentlicht in:	International journal of finance & economics
1. Verfasser:	Yan, Meilan (VerfasserIn)
Weitere Verfasser:	Hall, Maximilian (VerfasserIn), Turner, Paul (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2014
Schlagworte:	liquidity risk > exposure-based CFaR > risk Management > funding Pressure > Aufsatz in Zeitschrift
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Titel	Jahr	Band
Special issue: International financial markets and the macroeconomy	2008	13.2008,1
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Special issue: Aspects of foreign exchange market microstructure	2006	11.2006,1
Special issue: Monetary and financial integration in East Asia	2005	10.2005,2
Special issue: European integration, globalisation and transition economies	2004	9.2004,2
Special issue: monetary union and dollarization	2003	8.2003,4
Special issue: symposium on capital controls	2003	8.2003,3
Special issue: Exchange rates and monetary policy issues : [workshop, jointly organized by Columbia Univ. ..., 19 - 20, April 2001]	2001	6.2001,4