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Systemic risk : the dynamics of modern financial systems

Gai, Prasanna - 2013 - 1. ed.

Persistent link: https://www.econbiz.de/10009733041

Measuring systemic risk : implications for financial stability and Asian policy-makers

Gai, Prasanna - In: Asian financial integration : impacts of the global …, (pp. 51-63). 2014

Persistent link: https://www.econbiz.de/10010341948

Macroprudential policies in Australia : design and effects

Gai, Prasanna - In: The Australian economic review 49 (2016) 1, pp. 83-85

Persistent link: https://www.econbiz.de/10011491977

International bank lending to LDCs : an information based approach

Gai, Prasanna - 1995

Persistent link: https://www.econbiz.de/10000927813

Systemic risk measurement and macroprudential policy : implications for New Zealand and beyond

Gai, Prasanna - In: New Zealand economic papers 47 (2013) 1, pp. 95-110

Persistent link: https://www.econbiz.de/10009779224

Financial innovation, macroeconomic stability and systemic crises

Gai, Prasanna; Kapadia, Sujit; Millard, Stephen Patrick; … - 2008

Persistent link: https://www.econbiz.de/10003649135

Sovereign risk in the classical gold standard era

Cameron, Gavin F. (contributor); Gai, Prasanna (contributor) - 2006

Persistent link: https://www.econbiz.de/10003313207

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

Sovereign risk in the classical gold standard era

Gai, Prasanna; Cameron, Gavin F.; Tan, Kang Yong - In: The economic record : er 85 (2009), pp. 401-416

Persistent link: https://www.econbiz.de/10003915614

Funding liquidity risk in a quantitative model of systemic stability

Aikman, David; Alessandri, Piergiorgio; Eklund, Bruno; … - 2009

Persistent link: https://www.econbiz.de/10008822813