The impact of systemic and illiquidity risk on financing with risky collateral
Year of publication: |
2015
|
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Authors: | Lillo, Fabrizio ; Pirino, Davide |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 50.2015, p. 180-202
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Subject: | Systemic risk | Illiquidity | Portfolio overlap | Repo | Haircut | Liquidation | Theorie | Theory | Portfolio-Management | Portfolio selection | Bankenliquidität | Bank liquidity | Systemrisiko | Kreditrisiko | Credit risk | Liquidität | Liquidity | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Risiko | Risk | Marktliquidität | Market liquidity | Repo-Geschäft | Repo transactions | Kreditsicherung | Collateral |
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