The impact of systemic and illiquidity risk on financing with risky collateral (Q1623973)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The impact of systemic and illiquidity risk on financing with risky collateral |
scientific article; zbMATH DE number 6979739
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
15 November 2018
0 references
systemic risk
0 references
illiquidity
0 references
portfolio overlap
0 references
repo
0 references
haircut
0 references
liquidation
0 references
0.85372204
0 references
0 references
0.83059025
0 references
0.81819224
0 references
0.8165319
0 references
0 references
0.81448585
0 references
0.8124591
0 references
0.81075513
0 references
