Systemic Liquidity Crisis with Dynamic Haircuts
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More about this item
Keywords
systemic risk; liquidity risk; liquidity crisis; liquidity hoarding; random network; geometric network; dynamic haircut; liquidity surcharge; systemically important �nancial institution (SIFI);All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- G1 - Financial Economics - - General Financial Markets
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G2 - Financial Economics - - Financial Institutions and Services
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G3 - Financial Economics - - Corporate Finance and Governance
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2014-05-04 (Banking)
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