Amanote Research

Amanote Research

  • Register
  • Sign In

Estimating Financial Institutions' Intraday Liquidity Risk : A Monte Carlo Simulation Approach

doi 10.32468/be.703

Full Text

Abstract

Available in

Date

April 1, 2012

Authors

Carlos Eduardo León-Rincón

Publisher

Banco de la República


Related search

A Dynamic Approach to Intraday Liquidity Needs

2015English

Using Monte Carlo Simulation for Pro Forma Financial Statements

Journal of Accounting and Finance
2019Italian

Liquidity Risk and Its Impact on Financial Performance of Financial Institutions in Pakistan

Sarhad Journal of Management Sciences
2017English

Monte Carlo Method and Application in @Risk Simulation System

Acta Logistica
IndustrialTransportationBusinessCivilInternational ManagementStructural EngineeringManufacturing Engineering
2015English

Estimating (Markov-Switching) VAR Models Without Gibbs Sampling: A Sequential Monte Carlo Approach

Finance and Economics Discussion Series
2015English

Risk Assessment of Wind Generation Dispatch Using Monte Carlo Simulation

International Journal of Smart Grid and Clean Energy
Electronic EngineeringSustainabilityEnergy EngineeringComputer NetworksCommunicationsElectricalRenewable EnergyPower Technologythe Environment
2013English

Monte Carlo Simulation in Intralogistics

MEST Journal
2014Italian

A Joint Probability Approach to Flood Frequency Estimation Using Monte Carlo Simulation

2010English

A Concept for Optimizing Avalanche Rescue Strategies Using a Monte Carlo Simulation Approach

PLoS ONE
Multidisciplinary
2017English

Amanote Research

Note-taking for researchers

Follow Amanote


© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy