Artur Kotlicki

University of Oxford - Mathematical Institute

Andrew Wiles Building

Radcliffe Observatory Quarter (550)

Oxford, OX2 6GG

United Kingdom

http://https://www.maths.ox.ac.uk/people/artur.kotlicki

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Scholarly Papers (1)

1.

Liquidity at Risk: Joint Stress Testing of Solvency and Liquidity

Number of pages: 32 Posted: 21 Jun 2019
Rama Cont, Artur Kotlicki and Laura Valderrama
University of Oxford, University of Oxford - Mathematical Institute and International Monetary Fund - Monetary and Capital Markets Department
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Abstract:

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stress testing; banking supervision; liquidity; liquidity regulation; banking regulation; solvency