German Lopez-Espinosa

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Short-Term Wholesale Funding and Systemic Risk: A Global Covar Approach

Number of pages: 36 Posted: 28 Feb 2012
affiliation not provided to SSRN, School of Economics and Business, University of Navarra, University of Alicante, Department of Financial Economics and International Monetary Fund - Monetary and Capital Markets Department
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Citation 9

Abstract:

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Systemic Risk, Wholesale Funding, Liquidity Risk, Macroprudential Regulation, Economic Models, Financial Institutions, Financial Risk, International Banks, General Financial Markets