Optimal liquidity control and systemic risk in an interbank network with liquidity shocks and regime-dependent interconnectedness

by Chotipong Charoensom and Thaisiri Watewai

Year of publication:	[2022]
Authors:	Chotipong Charoensom ; Thaisiri Watewai
Publisher:	[Bangkok] : [Puey Ungphakorn Institute for Economic Research]
Subject:	Liquidity shock \| interbank interconnectedness \| flight-to-quality \| systemic risk \| precautionary liquidity \| interbank liquidity provision \| regime switching \| stochastic control \| Liquidität \| Liquidity \| Bankenliquidität \| Bank liquidity \| Systemrisiko \| Systemic risk \| Geldmarkt \| Money market \| Schock \| Shock \| Theorie \| Theory \| Interbankenmarkt \| Interbank market \| Bankenkrise \| Banking crisis \| Bankrisiko \| Bank risk \| Ansteckungseffekt \| Contagion effect \| Finanzkrise \| Financial crisis \| Geldpolitik \| Monetary policy