Funding Liquidity Risk in a Quantitative Model of Systemic Stability

David Aikman (), Piergiorgio Alessandri, Bruno Eklund, Prasanna Gai, Sujit Kapadia, Elizabeth Martin, Nada Mora, Gabriel Sterne and Matthew Willison
Additional contact information
Prasanna Gai: Australian National University
Elizabeth Martin: Bank of England
Gabriel Sterne: Bank of England

Chapter 12 in Financial Stability, Monetary Policy, and Central Banking, 2011, vol. 15, pp 371-410 from Central Bank of Chile

Date: 2011
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Citations: View citations in EconPapers (7)

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Related works:
Working Paper: Funding liquidity risk in a quantitative model of systemic stability (2009)
Working Paper: Funding Liquidity Risk in a Quantitative Model of Systemic Stability (2009)
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