Elizabeth Martin

affiliation not provided to SSRN

Other Papers (1)

Total Downloads: 358
1.

Funding Liquidity Risk in a Quantitative Model of Systemic Stability

EFA 2009 Bergen Meetings Paper
Number of pages: 37 Posted: 16 Feb 2009
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, Federal Reserve Banks - Federal Reserve Bank of Richmond, Bank of England and Bank of England
Downloads 358

Abstract:

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Systemic Risk, Financial Stability Models, Funding Liquidity Risk