References

[1] T. Adrian and H. S. Shin. Liquidity and Leverage (FED of New York Staff Report). Available at http://www.papers.ssrn.com

[2] T. Adrian and H. S. Shin. Liquidity, Monetary Policy, and Financial Cycles (FED of New York Staff Report). Available at http://www.newyorkfed.org/research

[3] G. A. Akerlof. The market for lemons: Quality uncertainty and the market mechanism. The Quarterly Journal of Economics, 84(3): 488–500, 1970. Available at http://www.jstor.org

[4] A. Alfonsi. On the discretization schemes for the cir (and bessel squared) processes. Monte Carlo Methods and Applications, 11(4): 355–467.

[5] Y. Altunbas, L. Gambacorta, and D. Marqués. Securitisation and the bank lending channel. ECB Working Paper Series, 838: 1–37, 2007. Available at http://www.ecb.int

[6] European Banking Authority. Guidelines on Liquidity Buffers and Survival Periods. Available at http://www.eba.europa.eu, 2009.

[7] European Banking Authority. Guidelines on Liquidity Cost Benefit Allocation. Available at http://www.eba.europa.eu, 2010.

[8] Financial Services Authority. Stage 3 – Liquidity Training. Available at http://www.fsa.gov.uk, pp. 1–115.

[9] Financial Services Authority. Bipru 12 Liquidity Standards. Available at http://www.fsa-handbook.info, 2009.

[10] Financial Services Authority. Final Notice to Barclays. Available at http://www.fsa.gov.uk, p. 1–44, 2012.

[11] Financial Services Authorityy. Dear Treasurer: Funds Transfer Pricing. Available at http://www.fsa.gov.uk, 2010.

Get Measuring and Managing Liquidity Risk now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from 200+ publishers.