Machine learning for liquidity risk modelling: A supervisory perspective

Guerra, P., Castelli, M., & Côrte-real, N. (2022). Machine learning for liquidity risk modelling: A supervisory perspective. Economic Analysis and Policy, 74(June), 175-187. https://doi.org/10.1016/j.eap.2022.02.001

Bibliographic Details
Main Author:	Guerra, Pedro (author)
Other Authors:	Castelli, Mauro (author), Côrte-real, Nadine (author)
Format:	article
Language:	eng
Published:	2022
Subjects:	Banking supervision Risk assessment Machine learning EWS Liquidity Scenario analysis ECB risk assessment system Economics and Econometrics Economics, Econometrics and Finance (miscellaneous)
Online Access:	http://hdl.handle.net/10362/133346
Country:	Portugal
Oai:	oai:run.unl.pt:10362/133346

Description
Summary:	Guerra, P., Castelli, M., & Côrte-real, N. (2022). Machine learning for liquidity risk modelling: A supervisory perspective. Economic Analysis and Policy, 74(June), 175-187. https://doi.org/10.1016/j.eap.2022.02.001