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Elizabeth Martin
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Other Papers (1)
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1.
Funding Liquidity Risk in a Quantitative Model of Systemic Stability
EFA 2009 Bergen Meetings Paper
Number of pages: 37
Posted: 16 Feb 2009
David Aikman
,
Piergiorgio Alessandri
,
Bruno Eklund
,
Prasanna Gai
,
Sujit Kapadia
, Elizabeth Martin,
Nada Mora
,
Gabriel Sterne
and
Matthew Willison
Bank of England - Monetary Assessment and Strategy Division, Bank of England, HSBC (London), Bank of England, European Central Bank (ECB),
affiliation not provided to SSRN
, Lebanese University, Bank of England and Bank of England
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Abstract:
Systemic Risk, Financial Stability Models, Funding Liquidity Risk
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