Merrill Lynch Improves Liquidity Risk Management for Revolving Credit Lines
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DOI: 10.1287/inte.1050.0157
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References listed on IDEAS
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Cited by:
- Grundke, Peter & Kühn, André, 2020. "The impact of the Basel III liquidity ratios on banks: Evidence from a simulation study," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 167-190.
- Raj Nigam, 2008. "Structuring and Sustaining Excellence in Management Science at Merrill Lynch," Interfaces, INFORMS, vol. 38(3), pages 202-209, June.
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Keywords
financial institutions: banks; probability: Markov processes;Statistics
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