1Cihák,M.(2007):“Introduction to Applied Stress Testing”, IMF Working Paper, 07/59.
2European Central Bank (ECB)(2008) :“EU Banks Liquidity Stress Tests and Contingency Funding Plans”, http://www.ecb.int/pub/ pdf/other/eubanksliquiditystresstesting20081 len.pdf.
3International Monetary Fund (IMF)(2011):“How to Address the Systemic Part of Liquidity Risk?”, in Global Financial Stability Report(Chapter 2).
4Matz, L. and P. Neu(2OO7):“Liquidity Risk Measurement and Management: A Practitioner's Guide to Global Best Practices”, Wiley & Sons.
5Van den End, J. (2008):“Liquidity Stress Tester: A Macro Model for Stress-testing Banks' Liquidity Risk”, Dutch National Bank Working Paper, No. 175.
6Van den End, J. (2010) :“Liquidity Stress Tester: Do Basel III and Unconventional Monetary Policy Work?”, Dutch National Bank Working Paper, No. 269.
7Wong, E. and C. Hui(2009) :“A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks”, Hong Kong Monetary Authority Working Paper, 06/2009.
