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A Liquidity Risk Index as a Regulatory Tool for Systemically Important Banks? An Empirical Assessment Across Two Financial Crises

Gianfelice, Gianfranco - 2013

We provide an assessment of the IMF suggestion, based on Severo (2012), to use an index of systemic liquidity risk (SLRI) that could help to estimate a Pigouvian tax on large banks for the externality on the international banking system out of their risk exposure. To this end we compute a...

Persistent link: https://www.econbiz.de/10013078868