Liquidity at risk: Joint stress testing of solvency and liquidity (2020)

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/10.1016/j.jbankfin.2020.105871

Publication URI: http://dx.doi.org/10.1016/j.jbankfin.2020.105871

Type: Journal Article/Review

Parent Publication: Journal of Banking & Finance