Estimating financial institutions' intraday liquidity risk : a Monte Carlo simulation approach
Borradores de Economía; No. 703
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2012-04-15Date of last update
2012-04-15Author
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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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https://repositorio.banrep.gov.co/handle/20.500.12134/5726https://hdl.handle.net/20.500.12134/5726
https://doi.org/10.32468/be.703
https://ideas.repec.org/p/bdr/borrec/703.html
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