German Lopez-Espinosa

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

IMF Working Paper No. NO.12/46
Number of pages: 36 Posted: 28 Feb 2012
German Lopez-Espinosa, Antonio Moreno, Antonio Rubia Serrano and Laura Valderrama
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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Systemic Risk, Wholesale Funding, Liquidity Risk, Macroprudential Regulation, Economic Models, Financial Institutions, Financial Risk, International Banks, General Financial Markets