Measuring liquidity risk in Social Security using VaR technique

Measuring liquidity risk plays an important role on any business unit especially financial organizations. Social security systems in most countries around the world are responsible to provide necessary requirements in many countries such as health care, pension plans, etc. Therefore, it is necessary...

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Bibliographic Details
Main Authors: Mohammad Khodaei Valahzaghard, Gholamreza Tizfahmfard
Format: Article
Language:English
Published: Growing Science 2013-02-01
Series:Management Science Letters
Subjects:
Online Access:http://www.growingscience.com/msl/Vol3/msl_2012_325.pdf