Liquidity at Risk: Joint Stress Testing of Solvency and Liquidity (2019)

First Author: Cont R

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.3397389

Publication URI: http://dx.doi.org/10.2139/ssrn.3397389

Type: Journal Article/Review

Parent Publication: SSRN Electronic Journal