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The impact of systemic and illiquidity risk on financing with risky collateral
Lillo, Fabrizio; Pirino, Davide - In: Journal of economic dynamics & control 50 (2015), pp. 180-202
Persistent link: https://www.econbiz.de/10010486947
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Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian; Heam, J. C.; Monfort, Alain - In: Journal of banking & finance 37 (2013) 12, pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
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Capital regulation induced reaching for systematic yield : financial instability through fire sales
Boermans, Martijn A.; Kroft, Bram van der - In: Journal of banking and finance 158 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014451958
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Optimal liquidity allocation in an equity network
Jiang, Bo; Tzavellas, Hector - In: International review of economics & finance : IREF 85 (2023), pp. 286-294
Persistent link: https://www.econbiz.de/10014424270
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Asset prices and asymmetries in the Fed's interest rate rule : a financial approach
Romaniuk, Katarzyna; Vranceanu, Radu P. - 2008
Persistent link: https://www.econbiz.de/10003718920
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Thoughts on investment guidelines for institutions with special liquidity and capital preservation requirements
Putnam, Bluford H. - In: Risk management for central bank foreign reserves, (pp. 29-46). 2004
Persistent link: https://www.econbiz.de/10002111473
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Portfolio choice of financial institutions and sovereigns : implications for financial stability
Eidam, Frederik - 2018
Persistent link: https://www.econbiz.de/10012179659
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Banking on resolution : portfolio effects of bail-in vs. bailout
Hashemi, Siema - 2024
Persistent link: https://www.econbiz.de/10015064930
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Fund management and systemic risk : lessons from the global financial crisis
Bengtsson, Elias - In: Financial markets, institutions & instruments 23 (2014) 2, pp. 101-124
Persistent link: https://www.econbiz.de/10010411217
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The Impact of CoCo Bonds on Systemic Risk Considering Liquidity Risk
Li, Ping - 2020
This paper investigates the impact of Contingent Convertible (CoCo bonds) on systemic risk. Based on the network and liquidity channel, we compare the differences in default contagion and clearing payment between financial systems with and without CoCo bonds. By analyzing the sensitivity of...
Persistent link: https://www.econbiz.de/10012841225