Jesús Ruiz

Universidad Complutense de Madrid (UCM)

Carretera de Humera s/n

Madrid, Madrid 28223

Spain

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Scholarly Papers (1)

1.

Dissecting Interbank Risk

Number of pages: 39 Posted: 04 Oct 2016 Last Revised: 07 Oct 2016
Jaume I University, University Complutense of Madrid, Universidad Complutense de Madrid (UCM) and University Carlos III of Madrid - Department of Business Administration
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Abstract:

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Interbank risk, basis swap, systemic risk, liquidity, particle filter