Open access peer-reviewed chapter

Optimizing Basel III Liquidity Coverage Ratios

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

Submitted: September 12th 2013Reviewed: February 20th 2014Published: April 29th 2014

DOI: 10.5772/58395

Downloaded: 1477

© 2014 The Author(s). Licensee IntechOpen. This chapter is distributed under the terms of the Creative Commons Attribution 3.0 License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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J. Mukuddem-Petersen, M.A. Petersen and M.P. Mulaudzi (April 29th 2014). Optimizing Basel III Liquidity Coverage Ratios, Dynamic Programming and Bayesian Inference, Concepts and Applications, Mohammad Saber Fallah Nezhad, IntechOpen, DOI: 10.5772/58395. Available from:

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