What is liquidity risk?
AbstractIncreased financial globalization, the development of new financial instruments, and changing macroeconomic conditions have led to a renewed examination of liquidity risk. This Economic Letter highlights key elements of liquidity risk measurement and management.
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Bibliographic InfoArticle provided by Federal Reserve Bank of San Francisco in its journal FRBSF Economic Letter.
Volume (Year): (2008)
Issue (Month): oct24 ()
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- Jose A. Lopez, 2005. "Stress tests: useful complements to financial risk models," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun24.
- Rötheli, Tobias F., 2010. "Causes of the financial crisis: Risk misperception, policy mistakes, and banks' bounded rationality," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 39(2), pages 119-126, April.
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