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Asset prices, derivatives, expectations, options, option-implied density, risk premia, probability density forecasting, probability measure
Insurance, Procyclicality, Regulation, solvency II, Liquidity
stress simulation, corporate bonds, investment funds, dealers, market liquidity, systemic stress, amplification
Flash Crash, Foreign Exchange Market, Liquidity, Price Impact
Bank capital, bank lending, regulatory capital requirements, capital buffer, macroprudential policy
Circuit breakers, market microstructure, market quality
Collateral, securities financing transactions, derivatives, regulation, liquidity
Agent-based modelling, high-frequency trading, financial stability, market liquidity, flash episodes, principal trading firms (PTFs)
Monetary policy implementation, money markets, bank regulation, central bank
repo market, capital regulation, leverage ratio, non-bank financial institutions
Structured credit instruments, systemic risk, asset prices
financial stability, market liquidity, market structure, market making, electronic trading, high-frequency trading
