The Runnables
Jack Bao,
Josh David and
Song Han
No 2015-09-03, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)
Abstract:
In this note, we describe a measure of "runnable liabilities," or simply "runnables," as a tool in monitoring run vulnerability, in terms of both its aggregate size and its composition, in the economy. We first define runnables, and then describe our estimation approach and discuss empirical properties of our estimates.
Date: 2015-09-03
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2015-09-03
DOI: 10.17016/2380-7172.1595
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