EconPapers    
Economics at your fingertips  
 

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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5) Track citations by RSS feed

Downloads: (external link)
https://si2.bcentral.cl/public/pdf/banca-central/pdf/v15/Vol15_371-410.pdf (application/pdf)

Related works:
Working Paper: Funding liquidity risk in a quantitative model of systemic stability (2009) Downloads
Working Paper: Funding Liquidity Risk in a Quantitative Model of Systemic Stability (2009) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:chb:bcchsb:v15c12pp371-410

Access Statistics for this chapter

More chapters in Central Banking, Analysis, and Economic Policies Book Series from Central Bank of Chile Contact information at EDIRC.
Bibliographic data for series maintained by Claudio Sepulveda ().

 
Page updated 2020-07-05
Handle: RePEc:chb:bcchsb:v15c12pp371-410