(Pro?)-cyclicality of collateral haircuts and systemic illiquidity
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More about this item
Keywords
Collateral Haircuts; Macroprudential Add-On; Procyclicality; Systemic Risk;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G01 - Financial Economics - - General - - - Financial Crises
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2017-04-02 (Banking)
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