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

DOI10.1007/978-3-319-18167-7_35zbMATH Open1371.91190OpenAlexW2295740729MaRDI QIDQ5357779FDOQ5357779

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

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zbMATH Keywords

stress testingdefaultcontagionrisk managementliquidity risk

Mathematics Subject Classification ID

Credit risk (91G40)

Cited In (4)

• Title not available (Why is that?)
• Model-based approach for scenario design: stress test severity and banks' resiliency
• Determinants of bank liquidity: evidence from Vietnam
• Determinants of bank stability: evidence from Vietnam. A Bayesian approach

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