Market and funding liquidity: an overview, remarks at the Federal Reserve Bank of Atlanta 2016 Financial Markets Conference, Fernandina Beach, Florida, May 2016
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- Fullwood, Jonathan & Massacci, Daniele, 2018. "Liquidity resilience in the UK gilt futures market: evidence from the order book," Bank of England working papers 744, Bank of England.
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Keywords
market liquidity; funding liquidity; Trade Reporting and Compliance Engine; liquidity metrics; supplementary leverage ratio (SLR); Comprehensive Capital and Analysis Review (CCAR); Volcker Rule; principal model; agency model; regulatory requirements; lenders of last resort; liquidity funding; Committee on the Global Financial System;All these keywords.
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