A MARKET RISK APPROACH TO LIQUIDITY RISK AND FINANCIAL CONTAGION
Year of publication: |
2006-03-01
|
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Authors: | Estrada, Dairo ; Osorio, Daniel |
Institutions: | BANCO DE LA REPÚBLICA |
Subject: | liquidity manager | liquidity risk | market risk | systemic risk |
Series: | |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 2 pages long |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G33 - Bankruptcy; Liquidation ; L14 - Transactional Relationships; Contracts and Reputation; Networks |
Source: |
-
A Market Risk Approach to Liquidity Risk and Financial Contagion
Estrada, Dairo, (2006)
-
A Market Risk Approach to Liquidity Risk and Financial Contagion
Estrada, Dairo,
-
Systemic Liquidity Crisis with Dynamic Haircuts
Sever, Can, (2014)
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An empirical characterization of mortgage default in Colombia between 1997 and 2004
Carranza, Juan Esteban, (2007)
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SUPERVISIÓN Y REGULACIÓN DEL SISTEMA FINANCIERO:MODELOS IMPLICACIONES Y ALCANCES
Estrada, Dairo, (2008)
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The Effects of Diversification on Banks´ Expected Returns
Estrada, Dairo, (2008)
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