Basel III and the net stable funding ratio

DOI10.1155/2013/582707zbMATH Open1298.91175OpenAlexW2093058517WikidataQ58997817 ScholiaQ58997817MaRDI QIDQ469847FDOQ469847

Authors: F. Gideon, Janine Mukuddem-Petersen, L. N. P. Hlatshwayo, Mark A. Petersen 

Publication date: 11 November 2014

Published in: ISRN Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/582707

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Mathematics Subject Classification ID

Credit risk (91G40) Financial applications of other theories (91G80) Application models in control theory (93C95)

Cites Work

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• Subprime mortgage funding and liquidity risk
• Bank liquidity and the global financial crisis
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• Profit and risk under subprime mortgage securitization

Cited In (5)

• Title not available (Why is that?)
• The impact of Basel III on financial (in)stability: an agent-based credit network approach
• Capital adequacy and risk management in banking industry
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• The Basel accord and the value of bank differentiation

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