Estimating financial institutions' intraday liquidity risk : a Monte Carlo simulation approach
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Borradores de Economía; No. 703
Date published
2012-04-15
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2012-04-15
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Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.
Abstract
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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Esta obra está bajo licencia internacional Creative Commons Reconocimiento-NoComercial 4.0.
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