(Pro?)-cyclicality of collateral haircuts and systemic illiquidity
Year of publication: |
2016
|
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Authors: | Glaser, Florian ; Panz, Sven |
Publisher: |
Frankfurt a. M. : European Systemic Risk Board (ESRB), European System of Financial Supervision |
Subject: | Procyclicality | Collateral Haircuts | Systemic Risk | Macroprudential Add-On |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-95081-57-4 |
Other identifiers: | 10.2849/979471 [DOI] 1066539235 [GVK] hdl:10419/193534 [Handle] RePEc:srk:srkwps:201627 [RePEc] |
Classification: | E44 - Financial Markets and the Macroeconomy ; G18 - Government Policy and Regulation ; G01 - Financial Crises |
Source: |
-
(Pro?)-cyclicality of collateral haircuts and systemic illiquidity
Glaser, Florian, (2016)
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Scheffknecht, Lukas, (2013)
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Too interconnected to fail : a survey of the interbank networks literature
Hüser, Anne-Caroline, (2015)
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(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity
Glaser, Florian, (2017)
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(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity
Glaser, Florian, (2021)
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(Pro?)-cyclicality of collateral haircuts and systemic illiquidity
Glaser, Florian, (2016)
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