Liquidity stress testing: a model for a portfolio of credit lines
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Published:2015-12
Issue:2
Volume:9
Page:69-84
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ISSN:1753-9579
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Container-title:The Journal of Risk Model Validation
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language:
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Short-container-title:JRMV
Publisher
Infopro Digital Services Limited
Subject
Applied Mathematics,Economics and Econometrics,Finance,Modeling and Simulation