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2017 Financial Stability Report

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  • Office of Financial Research

Abstract

No abstract is available for this item.

Suggested Citation

  • Office of Financial Research (ed.), 2017. "2017 Financial Stability Report," Reports, Office of Financial Research, US Department of the Treasury, number 17-02, September.
    • Handle: RePEc:ofr:report:17-02
    as

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    File URL: https://www.financialresearch.gov/financial-stability-reports/files/OFR_2017_Financial-Stability-Report.pdf
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    References listed on IDEAS

    as
    1. Cetina, Jill & Paddrik, Mark & Rajan, Sriram, 2018. "Stressed to the core: Counterparty concentrations and systemic losses in CDS markets," Journal of Financial Stability, Elsevier, vol. 35(C), pages 38-52.
    2. Emil Siriwardane, 2014. "Concentrated Capital Losses and the Pricing of Corporate Credit Risk," Working Papers 14-10, Office of Financial Research, US Department of the Treasury, revised 12 Feb 2015.
    3. Mike Anderson & René M. Stulz, 2017. "Is Post-Crisis Bond Liquidity Lower?," NBER Working Papers 23317, National Bureau of Economic Research, Inc.
    4. Asli Demirguc-Kunt & Enrica Detragiache & Ouarda Merrouche, 2013. "Bank Capital: Lessons from the Financial Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1147-1164, September.
    5. Christian Brownlees & Robert F. Engle, 2017. "SRISK: A Conditional Capital Shortfall Measure of Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 30(1), pages 48-79.
    6. Huberto M. Ennis & David A. Price, 2015. "Discount Window Lending: Policy Trade-offs and the 1985 BoNY Computer Failure," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue May.
    7. Bert Loudis & Meraj Allahrakha, 2016. "Systemic Importance Data Shed Light on Global Banking Risks," Briefs 16-03, Office of Financial Research, US Department of the Treasury.
    8. Congressional Budget Office, 2017. "The 2017 Long-Term Budget Outlook," Reports 52480, Congressional Budget Office.
    9. Gresse, Carole, 2017. "Effects of lit and dark market fragmentation on liquidity," Journal of Financial Markets, Elsevier, vol. 35(C), pages 1-20.
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