Scientific Methodology to Model Liquidity Risk in UCITS Funds with an Asset Liability Approach: A Global Response to Financial and Prudential Requirements (Q5357778)
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scientific article; zbMATH DE number 6774267
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scientific Methodology to Model Liquidity Risk in UCITS Funds with an Asset Liability Approach: A Global Response to Financial and Prudential Requirements |
scientific article; zbMATH DE number 6774267 |
Statements
Scientific Methodology to Model Liquidity Risk in UCITS Funds with an Asset Liability Approach: A Global Response to Financial and Prudential Requirements (English)
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12 September 2017
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financial crisis
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liquidity risk
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liquidity scoring
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Kalman fiter
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