The Definition Of Stress Situations And Their Prediction Using Liquidity In The Framework Of The EMIR Regulation

Barbara Dömötör, Kata Váradi. The Definition Of Stress Situations And Their Prediction Using Liquidity In The Framework Of The EMIR Regulation. In Flaminio Squazzoni, Fabio Baronio, Claudia Archetti, Marco Castellani, editors, 28th European Conference on Modelling and Simulation, ECMS 2014, Brescia, Italy, May 27-30, 2014. pages 752-757, European Council for Modeling and Simulation, 2014. [doi]

Authors

Barbara Dömötör

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Kata Váradi

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