Open access

Optimizing Basel III Liquidity Coverage Ratios

Written By

J. Mukuddem-Petersen, M.A. Petersen and M.P. Mulaudzi

Submitted: 12 September 2013 Published: 29 April 2014

DOI: 10.5772/58395

From the Edited Volume

Dynamic Programming and Bayesian Inference, Concepts and Applications

Edited by Mohammad Saber Fallah Nezhad

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Written By

J. Mukuddem-Petersen, M.A. Petersen and M.P. Mulaudzi

Submitted: 12 September 2013 Published: 29 April 2014