Margin requirements and systemic liquidity risk
Year of publication: |
2019
|
---|---|
Authors: | Bakoush, Mohamed ; Gerding, Enrico H. ; Wolfe, Simon |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 58.2019, p. 78-95
|
Subject: | Agent-based modelling | Contagion | Funding liquidity risk | Margin procyclicality | Networks | Systemic risk | Theorie | Theory | Systemrisiko | Bankenliquidität | Bank liquidity | Ansteckungseffekt | Contagion effect | Agentenbasierte Modellierung | Agent-based modeling | Risikomaß | Risk measure | Liquidität | Liquidity | Basler Akkord | Basel Accord | Finanzkrise | Financial crisis | Bankgeschäft | Banking services | Bankrisiko | Bank risk |
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