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Publications by Grzegorz Halaj

Dynamic Balance Sheet Model With Liquidity Risk

SSRN Electronic Journal

English

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Unexpected Deposit Flows, Off-Balance Sheet Funding Liquidity Risk and Bank Loan Production

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Movements of Balance Sheet Items and Liquidity Nexus: Evidence From Serbian Banking Sector

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Liquidity Stress-Tester: A Model for Stress-Testing Banks' Liquidity Risk

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Stochastic Discrete Dynamic Model of the Bank’s Liquidity

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Financial Balance Sheet

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Surface Mass Balance Model Intercomparison for the Greenland Ice Sheet

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The Off-Balance Sheet Banking Risk of Large U.S. Commercial Banks

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