Endogenous Systemic Liquidity Risk [PDF]
Traditionally, aggregate liquidity shocks are modelled as exogenous events. Extending our previous work (Cao & Illing, 2008), this paper analyses the adequate policy response to endogenous systemic liquidity risk.
Gerhard Illing, Jin Cao
core
Attempts to define systemic risk are summarized and found to be deficient in various respects. This introductory chapter, after considering some of the salient features of financial crises in the past, focusses on the key characteristics of banks, their balance sheets and how they are regulated.
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Systemic risk is an issue of great concern in modern financial markets as well as, more broadly, in the management of complex business and engineering systems. It refers to the risk of collapse of an entire complex system, as a result of the actions taken by the individual component entities or agents that comprise the system.
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An AI approach for managing financial systemic risk via bank bailouts by taxpayers. [PDF]
Petrone D, Rodosthenous N, Latora V.
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Systemic risk factors contributing to sialolithiasis: a big-data retrospective analysis. [PDF]
Jonas E+5 more
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Prevalence of asteroid hyalosis and systemic risk factors in United States adults. [PDF]
Duong R+4 more
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Divergent impacts of quantity versus price-based monetary policies on banking systemic risk: Evidence from China. [PDF]
Mo Y, Sun W, Ding Y, Wang L.
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The double-edged effect of bank liquidity creation efficiency on systemic risk: Evidence from China. [PDF]
Tan S, Liu T, Wang C.
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Prevalence of Glaucoma and Its Systemic Risk Factors in a General Japanese Population: The Hisayama Study. [PDF]
Fujiwara K+15 more
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Systemic and vascular inflammation is elevated in early IgA and type 1 diabetic nephropathies and relates to vascular disease risk factors and renal function [PDF]
Craig Nelson+8 more
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