Funding liquidity risk in a quantitative model of systemic stability
Year of publication: |
2009-06-15
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Authors: | Aikman, David ; Alessandri, Piergiorgio ; Eklund, Bruno ; Gai, Prasanna ; Kapadia, Sujit ; Martin, Elizabeth ; Mora, Nada ; Sterne, Gabriel ; Willison, Matthew |
Institutions: | Bank of England |
Subject: | Systemic risk | financial stability models | funding liquidity risk | contagion |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Bank of England working papers Number 372 39 pages |
Classification: | G10 - General Financial Markets. General ; G21 - Banks; Other Depository Institutions; Mortgages ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Funding Liquidity Risk in a Quantitative Model of Systemic Stability
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