Advertisement

Liquidity Model

  • Christian Schmaltz

Abstract

The step from the generic framework to a concrete liquidity model is taken by assuming specific processes for the liquidity variables. In chapter 3 we saw that a complete liquidity model needs the following sub-models:
  • Cash Flow Model

  • Funding Model

  • Liquidation Model

  • Short-rate Model

Keywords

Liquidity Model Credit Spread Liquidation Model Liquidation Channel Liquidity Shock 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Gabler | GWV Fachverlage GmbH 2009

Authors and Affiliations

  • Christian Schmaltz

There are no affiliations available

Personalised recommendations