Can Basel III Liquidity Risk Measures Explain Taiwan Bank Failures?
碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士班 === 103 === In December 2010, the BCBS (2010a) strengthened its liquidity framework by proposing two quantitative indicators for liquidity risk in Basel III: the liquidity coverage ratio (LCR) and the net stable funding ratio (NSFR). Whether the new liquidity risk in...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/487756 |