Stress test of Liquidity risk in Iran's banking system: Calculating of loss distribution of banks' liquidity risk with Monte Carlo simulation method
In recent years, the use of effective risk management techniques in financial institutions, especially banks, has become more important. One of the methods related to this approach, which is very important for effective risk management; It is stress test. This test is considered a complementary tool...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Sistan and Baluchestan
2022-08-01
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| Series: | اقتصاد باثبات |
| Subjects: | |
| Online Access: | https://sedj.usb.ac.ir/article_7151_39480cf51ba33bc72eef435e725354d4.pdf |