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Entangling Credit and Funding Shocks in Interbank Markets

Credit and liquidity shocks represent main channels of financial contagion for interbank lending markets. On one hand, banks face potential losses whenever their counterparties are under distress and thus unable to fulfill their obligations. On the other hand, solvency constraints may force banks to...

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Detalles Bibliográficos
Autores principales: Cimini, Giulio, Serri, Matteo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2016
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4999134/
https://www.ncbi.nlm.nih.gov/pubmed/27560513
http://dx.doi.org/10.1371/journal.pone.0161642