changes in financial intermediaries’ balance sheets for the supply of credit, liquidity and asset prices, and, consequently …

changes in financial intermediaries' balance sheets for the supply of credit, liquidity and asset prices, and, consequently …

changes in financial intermediaries' balance sheets for the supply of credit, liquidity and asset prices, and, consequently …

systemic risk, including models for the three main channels of contagion: counterparty loss, overlapping portfolios and funding … liquidity. We give an overview of applications to stress testing, including both microprudential and macroprudential stress … channels of contagion, models with learning and limited deductive reasoning that can survive the Lucas critique, and practical …

We examine liquidity creation per unit of assets by banks subject to the Liquidity Coverage Ratio (LCR) using the …. We find that, since 2013, there has been reduced liquidity creation by LCR banks compared to non-LCR banks, occurring …-off between lower liquidity creation and lower run risk from reduced liquidity mismatch of the largest banks. …

contagion in the banking system and of how banks form connections when faced with the possibility of contagion and systemic risk … interconnections, contagion processes and systemic risk, while emphasizing at the same time the challenges that must be addressed …

contagion in the banking system and of how banks form connections when faced with the possibility of contagion and systemic risk … interconnections, contagion processes and systemic risk, while emphasizing at the same time the challenges that must be addressed …