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Wieser, 2022 - Google Patents

Quantification of Structural Liquidity Risk in Banks

Wieser, 2022

Document ID
14686621607698315222
Author
Wieser C
Publication year

External Links

Snippet

Abstract Under Pillar 2 of the Basel Accords an assessment and quantification of all material risks is required. The corresponding process is called Internal Capital Adequacy Assessment Process (ICAAP) and it determines the amount of riskbearing capacity the …
Continue reading at link.springer.com (other versions)

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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