The impact of systemic and illiquidity risk on financing with risky collateral (Q1623973)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impact of systemic and illiquidity risk on financing with risky collateral |
scientific article |
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The impact of systemic and illiquidity risk on financing with risky collateral (English)
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15 November 2018
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systemic risk
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illiquidity
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portfolio overlap
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repo
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haircut
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liquidation
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