Pricing of Loan Commitments for Facilitating Stochastic Liquidity Needs
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Bibliographic InfoArticle provided by Springer in its journal Journal of Financial Services Research.
Volume (Year): 39 (2011)
Issue (Month): 1 (April)
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Web page: http://www.springerlink.com/link.asp?id=102934
Pricing of bank loan commitments; Liquidity needs; Bank liquidity reserve holding; G12; G21;
Find related papers by JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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