Liquidity risk and contagion in interbank markets: a presentation of Allen and Gale Model
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More about this item
Keywords
liquidity; risk; interbank market; structure; Morocco; financial crisis;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ARA-2014-11-28 (MENA - Middle East and North Africa)
- NEP-RMG-2014-11-28 (Risk Management)
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