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Funding liquidity risk in a quantitative model of systemic stability
Aikman, David; Alessandri, Piergiorgio; Eklund, Bruno; … - 2009
We demonstrate how the introduction of liability-side feedbacks affects the properties of a quantitative model of systemic risk. The model is known as RAMSI and is still in its development phase. It is based on detailed balance sheets for UK banks and encompasses macro-credit risk, interest and...
Persistent link: https://www.econbiz.de/10003884713
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Funding liquidity risk in a quantitative model of systemic stability
Aikman, David; Alessandri, Piergiorgio; Eklund, Bruno; … - 2009
Persistent link: https://www.econbiz.de/10008822813
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Funding liquidity risk in a quantitative model of systemic stability
Aikman, David; Alessandri, Piergiorgio; Eklund, Bruno; … - In: Financial stability, monetary policy, and central …, (pp. 371-410). 2011
Persistent link: https://www.econbiz.de/10009537379
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Funding Liquidity Risk in a Quantitative Model of Systemic Stability
Aikman, David - 2013
We demonstrate how the introduction of liability-side feedbacks affects the properties of a quantitative model of systemic risk. The model is known as RAMSI and is still in its development phase. It is based on detailed balance sheets for UK banks and encompasses macro-credit risk, interest and...
Persistent link: https://www.econbiz.de/10013095842
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Rules, discretion and the United Kingdom's new monetary framework
Haldane, Andrew G. - 1995
Persistent link: https://www.econbiz.de/10000602553
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How monetary policy affects your gross domestic product
Haldane, Andrew G. - In: The Australian economic review 51 (2018) 3, pp. 309-335
Persistent link: https://www.econbiz.de/10011973760
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Monetary versus macroprudential policies : causal impacts of interest rates and credit controls in the era of the UK Radcliffe report
Aikman, David; Bush, Oliver; Taylor, Alan M. - 2016
Persistent link: https://www.econbiz.de/10011521986
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Monetary versus macroprudential policies : causal impacts of interest rates and credit controls in the era of the UK radcliffe report
Aikman, David; Bush, Oliver; Taylor, Alan M. - 2016
Persistent link: https://www.econbiz.de/10011583598
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Monetary versus macroprudential policies : causal impacts of interest rates and credit controls in the era of the UK Radcliffe Report
Aikman, David; Bush, Oliver; Taylor, Alan M. - 2016
Persistent link: https://www.econbiz.de/10011557386
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Monetary versus macroprudential policies : causal impacts of interest rates and credit controls in the era of the UK Radcliffe Report
Aikman, David; Bush, Oliver; Taylor, Alan M. - 2016
Persistent link: https://www.econbiz.de/10011518124