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Journal of Applied Mathematics
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Journal of Applied Mathematics
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2012
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Article
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Tab 3
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Research Article
Bank Liquidity and the Global Financial Crisis
Table 3
Choices of liquidity coverage ratio parameters.
Parameter
Value
Parameter
Value
Parameter
Value
𝐶
1 000
𝑟
𝐶
0.06
𝑟
𝑒
0.07
𝑟
𝑖
0.02
𝜎
𝑒
1.7
𝜎
𝑖
1.9
̃
𝑟
𝑦
0.05
𝜋
0.4
𝑢
1
0.03
𝑢
2
0.01
𝐶
750
𝑊
0.01