The impact of systemic and illiquidity risk on financing with risky collateral
Fabrizio Lillo; Davide Pirino
| Year of publication: |
2015
|
|---|---|
| Authors: | Lillo, Fabrizio ; Pirino, Davide |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 50.2015, p. 180-202
|
| Subject: | Systemic risk | Illiquidity | Portfolio overlap | Repo | Haircut | Liquidation | Systemrisiko | Liquidität | Liquidity | Theorie | Theory | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Marktliquidität | Market liquidity | Bankenliquidität | Bank liquidity | Kreditsicherung | Collateral | Bankrisiko | Bank risk | Risikomanagement | Risk management | Betriebliche Liquidität | Corporate liquidity | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010486947