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Comment on "Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks"

In: Quantifying Systemic Risk

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  • Mikhail V. Oet

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  • Mikhail V. Oet, 2012. "Comment on "Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks"," NBER Chapters, in: Quantifying Systemic Risk, pages 61-71, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:12050
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    References listed on IDEAS

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    1. David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2011. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 12, pages 371-410, Central Bank of Chile.
    2. James B. Thomson, 2009. "On systemically important financial institutions and progressive systemic mitigation," Policy Discussion Papers, Federal Reserve Bank of Cleveland, issue Aug.
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