Systemic illiquidity in the interbank network (Q5212057)
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scientific article; zbMATH DE number 7157428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systemic illiquidity in the interbank network |
scientific article; zbMATH DE number 7157428 |
Statements
Systemic illiquidity in the interbank network (English)
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24 January 2020
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systemic risk
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dynamic programming
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contagion models
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liquidity modelling
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