The impact of systemic and illiquidity risk on financing with risky collateral (Q1623973)
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scientific article; zbMATH DE number 6979739
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| English | The impact of systemic and illiquidity risk on financing with risky collateral |
scientific article; zbMATH DE number 6979739 |
Statements
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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0.85372204
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0.83059025
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0.81819224
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0.8165319
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0.81448585
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0.8124591
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0.81075513
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