LIQUIDITY RISK MANAGEMENT IN CRISIS CONDITIONS
In order to measure the liquidity risk we have developed an analysis model, based on stress-testing scenarios, that shows the ability of the bank to face different types of liquidity crisis. The scenarios were designed for each balance sheet position for assets and liabilities: Ordinary Course of Bu...
| Main Authors: | , |
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| Format: | Article |
| Language: | deu |
| Published: |
University of Oradea
2010-12-01
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| Series: | Annals of the University of Oradea: Economic Science |
| Subjects: | |
| Online Access: | http://anale.steconomiceuoradea.ro/volume/2010/n2/120.pdf |