Measuring Systemic Risk-Adjusted Liquidity (SRL) : A Model Approach /
Little progress has been made so far in addressing-in a comprehensive way-the externalities caused by impact of the interconnectedness within institutions and markets on funding and market liquidity risk within financial systems. The Systemic Risk-adjusted Liquidity (SRL) model combines option prici...
| Auteur principal: | |
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| Format: | Revue |
| Langue: | English |
| Publié: |
Washington, D.C. :
International Monetary Fund,
2012.
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| Collection: | IMF Working Papers; Working Paper ;
No. 2012/209 |
| Accès en ligne: | Full text available on IMF |