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Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk
Measuring Liquidity Risk and Basel III On Dec. 17, 2009, the Basel Committee on Banking Supervision ... Showing the Best Fitting Linear Curve 17 The best fitting curve can be expressed as follows: ...- Authors: Sadi Bin Asad Farooqui
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives; Modeling & Statistical Methods>Stochastic models; Public Policy