Margin requirements and systemic liquidity risk
Mohamed Bakoush, Enrico H. Gerding, Simon Wolfe
| Year of publication: |
2019
|
|---|---|
| Authors: | Bakoush, Mohamed ; Gerding, Enrico H. ; Wolfe, Simon |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 58.2019, p. 78-95
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| Subject: | Agent-based modelling | Contagion | Funding liquidity risk | Margin procyclicality | Networks | Systemic risk | Systemrisiko | Bankenliquidität | Bank liquidity | Risikomaß | Risk measure | Agentenbasierte Modellierung | Agent-based modeling | Ansteckungseffekt | Contagion effect | Liquidität | Liquidity | Finanzkrise | Financial crisis | Theorie | Theory | Kreditrisiko | Credit risk | Finanzmarktregulierung | Financial market regulation | Bankrisiko | Bank risk | Bankgeschäft | Banking services | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2018.09.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012127827