Estimating financial institutions' intraday liquidity risk : a Monte Carlo simulation approach
The most recent financial crisis unveiled that liquidity risk is far more important and intricate than regulation have conceived. The shift from bank-based to market-based financial systems and from Deferred Net Systems to liquidity-demanding Real-Time Gr
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Formato: | Documento de trabajo (Working Paper) |
Lenguaje: | Español (Spanish) |
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Banco de la República
2012
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Acceso en línea: | http://repositorio.banrep.gov.co/handle/20.500.12134/5726 |