Evaluating illiquidity and systemic contagion in South African banks
A stress-testing model to evaluate liquidity and systemic risk in banks of developed and emerging economies has been assembled and tested. The Liquidity Stress Tester model (LST) was applied to Dutch and UK markets during crisis and non-crisis periods in previous research – here it is applied to Sou...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AOSIS
2014-10-01
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| Series: | Journal of Economic and Financial Sciences |
| Subjects: | |
| Online Access: | https://jefjournal.org.za/index.php/jef/article/view/234 |