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Do accounting measurement regimes matter? A discussion of mark-to-market accounting and liquidity pricing

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Author Info
Sapra, Haresh
Abstract

Using a model with banking and insurance sectors, Allen and Carletti show that marking-to-market interacts with liquidity pricing to exacerbate the likelihood of financial contagion between the two sectors. In this discussion, I lay out the main ingredients of their model and explain how they interact with liquidity pricing to generate financial contagion. I then discuss some limitations of their model and propose an interesting extension.

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File URL: http://www.sciencedirect.com/science/article/B6V87-4R53W4S-1/1/44b64fc57429af7295cf28fcef3f9ae2
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Publisher Info
Article provided by Elsevier in its journal Journal of Accounting and Economics.

Volume (Year): 45 (2008)
Issue (Month): 2-3 (August)
Pages: 379-387
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Handle: RePEc:eee:jaecon:v:45:y:2008:i:2-3:p:379-387

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