We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
Funding liquidity risk in a quantitative model of systemic stability.
- Abstract
The article discusses the importance of creating a quantitative model for the funding markets for liquidity feedbacks. It states that a Risk Assessment Model for Systemic Institutions (RAMSI) helps assess institution-specific and system-wide vulnerabilities. Likewise, it provides suite of models which provide quantitative framework for network interactions and macro-credit risks. It says that the systemic risks in Great Britain will be resolved through the aid of RAMSI's analytical framework.
- Subjects
UNITED Kingdom; STRUCTURAL frames; MODELING (Sculpture); FINANCIAL markets; ECONOMIC forecasting; ECONOMIC indicators; RISK assessment
- Publication
Bank of England Quarterly Bulletin, 2009, Vol 49, Issue 3, p232
- ISSN
0005-5166
- Publication type
Article