A Liquidity Shortfall Analysis Framework for the European Banking Sector

A Liquidity Shortfall Analysis Framework for the European Banking Sector

This paper presents an analytical framework for the identification of vulnerabilities arising from the liquidity and funding profile of banks. It is composed of two pillars—estimation of liquidity needs and the counterbalancing capacity of the total liquid assets—that determine a liquidity surplus o...

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Bibliographic Details
Main Authors: Oana-Maria Georgescu, Dimitrios Laliotis, Miha Leber, Javier Población
Format: Article
Language:English
Published: MDPI AG 2020-05-01
Series:Mathematics
Subjects:
liquidity needs
systemic liquidity stress testing
total liquid assets
asset encumbrance
counterbalance capacity
liquidity shortfall
Online Access:https://www.mdpi.com/2227-7390/8/5/787

Internet

https://www.mdpi.com/2227-7390/8/5/787

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