Skip to Main content Skip to Navigation
Conference papers

A new multi-factor risk model to evaluate funding liquidity risk of financial institutions

Document type :
Conference papers
Complete list of metadata

https://halshs.archives-ouvertes.fr/halshs-00830488
Contributor : Sophie Bernardini <>
Submitted on : Wednesday, June 5, 2013 - 10:55:10 AM
Last modification on : Thursday, January 14, 2021 - 1:15:02 PM

Identifiers

  • HAL Id : halshs-00830488, version 1

Citation

Malick Fall, Jean-Laurent Viviani. A new multi-factor risk model to evaluate funding liquidity risk of financial institutions. 30th International French Finance Association conference (AFFI), May 2013, Lyon, France. ⟨halshs-00830488⟩

Share

Metrics

Record views

249