Funding liquidity risk and fund transfer pricing in banking
Funding liquidity risk was one of the main reasons for bank failure during the global financial crisis in 2007-2008. New legislation has been released in the form of Basel III, in particular the Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR), to strengthen the liquidity requi...
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Heriot-Watt University
2016
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.739308 |