The golden rule of banking: funding cost risks of bank business models
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More about this item
KeywordsBank business models; Funding cost risk; Liquidity requirements; Value-Liquidity-at-Risk; Value Liquidity Expected Shortfall;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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