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subject:"Bank risk"
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Measuring and stress-testing market-implied bank capital
Indergand, Martin
;
Jondeau, Eric
;
Fuster, Andreas
-
2022
Persistent link: https://www.econbiz.de/10012815680
Saved in:
2
Systemic bank runs without aggregate risk : how a misallocation of liquidity may trigger a solvency crisis
Altermatt, Lukas
;
Buggenum, Hugo van
;
Voellmy, Lukas
-
2022
Persistent link: https://www.econbiz.de/10013454644
Saved in:
3
Tiers of joy? : reserve tiering and bank behavior in a negative-rate environment
Fuster, Andreas
;
Schelling, Tan
;
Towbin, Pascal
-
2021
Persistent link: https://www.econbiz.de/10012516785
Saved in:
4
The risk-taking channel of liquidity regulations and monetary policy
Imhof, Stephan
;
Monnet, Cyril
;
Zhang, Shengxing
-
2018
Persistent link: https://www.econbiz.de/10011912709
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