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A new multi-factor risk model to evaluate funding liquidity risk of financial institutions

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halshs-00830488 , version 1 (05-06-2013)

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  • HAL Id : halshs-00830488 , version 1

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Malick Fall, Jean-Laurent Viviani. A new multi-factor risk model to evaluate funding liquidity risk of financial institutions. 30th International French Finance Association conference (AFFI), May 2013, Lyon, France. ⟨halshs-00830488⟩
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