@article{liquiditystresstestinginassetmanagement,
  title = {Liquidity Stress Testing in Asset Management -- Part 1. Modeling the Liability Liquidity Risk},
  author = {Thierry Roncalli and Fatma Karray-Meziou and François Pan and Margaux Regnault},
  year = {2021},
  eprint = {2101.02110},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2101.02110v1},
}