liquidity risk and characterizes them. Both a solvency (leverage) and a liquidity ratio are required to control the … interpret the 2007 run on SIV and ABCP conduits. -- stress ; crises ; illiquidity risk ; insolvency risk ; leverage ratio …

-down, stress-testing framework to quantify systemic risk. The key transmission mechanism is a two-way interaction between the …

An important goal of financial risk regulation is promoting coordination. Law's coordinating function minimizes costly …. Basic tools used to manage financial risk presume that changes in asset prices follow a random walk and individuals buy and … sell assets independently. Thus, a bedrock premise of traditional risk management is that a portfolio manager's actions …

prone to insolvency risk channeled through the network of interbank debt and to the risk of bank runs. The government seeks …

liquidity risk and characterizes them. Both a solvency (leverage) and a liquidity ratio are required to control the …