Vietnamese bank liquidity risk study using the risk assessment model of systemic institutions

DOI10.1007/978-3-319-18167-7_35MaRDI QIDQ5357779zbMATH OpenOpenAlexFDO

Authors

Publication date 12 September 2017

Published in Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-18167-7_35

zbMATH Keywords

contagiondefaultliquidity riskrisk managementstress testing

Mathematics Subject Classification ID

Credit risk (91G40)

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Cited in

(4)

• Determinants of bank liquidity: evidence from Vietnam
• Determinants of bank stability: evidence from Vietnam. A Bayesian approach
• scientific article; zbMATH DE number 2175102 (Why is no real title available?)
• Model-based approach for scenario design: stress test severity and banks' resiliency

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