Measurement and modelling of liquidity risk under the Basel III rules

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Turkuner, Ercan;
  • Publisher: Ahmet Gökgöz
  • Subject: Banks and banking -- Turkey | Financial statements | Risk assessment | Liquidity (Economics)

In compliance with Basel III rules this study aims to create a model capable of generating a balance sheet. In the light of several hypotheses and general data about Turkish Banking System the model generates a balance sheet and, hence Basel III liquidity ratios could b... View more
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