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Risk and liquidity

Shin, Hyun Song - 2010

Persistent link: https://www.econbiz.de/10003929101

Risk and liquidity in a system context

Shin, Hyun Song - In: Journal of financial intermediation 17 (2008) 3, pp. 315-329

Persistent link: https://www.econbiz.de/10003756374

Financial intermediation and the post-crisis financial system with implications for Korea

Shin, Hyun Song - In: Han gug gae bal yeon gu 32 (2010) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10008796954

Financial intermediary leverage and value-at-risk

Adrian, Tobias (contributor); Shin, Hyun Song (contributor) - 2008

We study a contracting model of leverage and balance sheet size for financial intermediaries that fund their activities through collateralized borrowing. Leverage and balance sheet size increase together when measured risks decrease. When the loss distribution is exponential, the behavior of...

Persistent link: https://www.econbiz.de/10003781655