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, Lebanese University, Bank of England and Bank of England
Downloads 358

Abstract:

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Systemic Risk, Financial Stability Models, Funding Liquidity Risk