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...
| Tác giả chính: | |
|---|---|
| Định dạng: | Tạp chí |
| Ngôn ngữ: | English |
| Được phát hành: |
Washington, D.C. :
International Monetary Fund,
2012.
|
| Loạt: | IMF Working Papers; Working Paper ;
No. 2012/209 |
| Truy cập trực tuyến: | Full text available on IMF |