Liquidity Stress Testing in Asset Management - Part 1. Modeling the Liability Liquidity Risk

Roncalli, Thierry; Cherief, Amina; Karray-Meziou, Fatma; Regnault, Margaux

doi:10.13140/rg.2.2.14893.72165

2020

DOI: 10.13140/rg.2.2.14893.72165

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Liquidity Stress Testing in Asset Management - Part 1. Modeling the Liability Liquidity Risk

Thierry Roncalli¹,

Amina Cherief²,

Fatma Karray-Meziou³

et al.

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Liquidity Stress Testing in Asset Management - Part 1. Modeling the Liability Liquidity Risk

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References 50 publications

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