Zeldea, Cristina - In: Administrative Sciences 10 (2020) 3, pp. 1-14
theoretical models testing for balance-sheet vulnerabilities. In this sense, we aim to analyze whether systemic risk for a sample … that cash and available-for-sale securities are the most relevant factors in explaining the dynamics of systemic risk. Our … immediate liquidity instrument weights. Moreover, systemic risk could be consistently tamed by consolidating bank emergency …