Systemic risk and the solvency-liquidity nexus of banks
Year of publication: |
2014-11-05
|
---|---|
Authors: | PIERRET, Diane |
Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
Subject: | capital shortfall | funding liquidity risk | short-term funding |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series UNIVERSITE CATHOLIQUE DE LOUVAIN, Center for Operations Research and Econometrics (CORE) Number 2014038 |
Classification: | G01 - Financial Crises ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: |
-
Measuring the capital shortfall of large U.S. banks
Jondeau, Eric, (2018)
-
FAHLENBRACH, Rüdiger,
-
A general equilibrium appraisal of capital shortfall
Jondeau, Eric, (2018)
- More ...
-
Multivariate volatility modeling of electricity futures
bauwens, Luc, (2011)
-
The systemic risk of energy markets
PIERRET, Diane, (2013)
-
Testing macroprudential stress tests: The risk of regulatory risk weights
Acharya, Viral, (2014)
- More ...