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

Detalhes bibliográficos
Autor principal: Guerra, Pedro (author)
Outros Autores: Castelli, Mauro (author), Côrte-real, Nadine (author)
Formato: article
Idioma:eng
Publicado em: 2022
Assuntos:
Banking supervision
Risk assessment
Machine learning
EWS
Liquidity
Scenario analysis
ECB risk assessment system
Economics and Econometrics
Economics, Econometrics and Finance (miscellaneous)
Texto completo:http://hdl.handle.net/10362/133346
País:Portugal
Oai:oai:run.unl.pt:10362/133346

Texto Completo

http://hdl.handle.net/10362/133346

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