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Liquidity and Feasible Debt Relief∗ Christopher A Hennessy Josef Zechner† February 2009 Abstract This paper analyzes the determinants of secondary debt market liquidity…
Debt Deleveraging Debt Relief and Liquidity Traps Luca Fornaro∗ May 2013 Abstract I study debt relief policies during debt-driven slumps using a model of deleveraging Deleveraging…
Liq.Resolution.ChapmanMeeting the Liquidity Challenge in Resolution: the US Approach Richard J. Herring Jacob Safra Professor of International Banking Director, The Wharton
Liquidity traps, debt relief, and macroprudential policy: a mechanism design approach∗ Keshav Dogra† Columbia University Job Market Paper December 5, 2014 Abstract I…
Motivation Geometric resolution Simplex algorithm Dual form Fundamental Knowledge Artificial Intelligence Combinatorial Optimization G Guérard Department of Nouvelles Energies…
Macroeconomic liquidity, bank liquidity, market liquidity Patrick ARTUS AFGAP - PRMIA - Scientific Committee Annual Conference on Liquidity Paris â April 5, 2012 Emetteur…
1. i ii NE mS Working Paper SeriesNFu no 1008 / febrUary 2009 by Kleopatra Nikolaou Liquidity (risk) concepts definitions and interactions 2. WORKING PAPER SERIES NO 1008…
Liquidity, Liquidity Spillover, and Credit Default Swap Spreads ∗ Dragon Yongjun Tang† Kennesaw State University Hong Yan‡ University of Texas at Austin and SEC This…
hhn098.dviLasse Heje Pedersen New York University We provide a model that links an asset’s market liquidity (i.e., the ease with which it is traded) and traders’
1. THE IDEA 1 1.2 IS IT FEASIBLE? . What’s Your Motivation For Setting Up A Social Enterprise? . Assessing The Idea . What Is A Feasibility Study? . Contents Of A Feasibility…
Some of the information in this presentation may contain forward-looking statements. Such statements include, in particular, statements about our plans, strategies and prospects…
Global Financial Systems © 2017 Jon Danielsson, page 1 of 44 Introduction Market liquidity Liquidity interactions Liquidity and asset pricing Policy Global Financial Systems…
Frankfurt, 2 nd and 3 rd November 2015 EBA Liquidity Management Seminar 2015 Intra-Day Liquidity and Liquidity Risk Includes two simulation scenarios Facts and features Liquidity…
1 Annex Basel III Framework on Liquidity Standards – Liquidity Coverage Ratio (LCR), Liquidity Risk Monitoring Tools and LCR Disclosure Standards Table of Contents Paragra…
Market liquidity and funding liquidity: Empirical analysis of liquidity flows using VAR framework ADAM CZELLENG12p 1 Faculty of Finance and Accountancy Budapest Business…
Charles M. Kahn Department of Finance Abstract This paper develops a model of liquidity provision in which a financial sector in- teracts with a liquidity-providing “household
“Liquidity requirements, liquidity choice and financial stability”* Douglas W. Diamond Anil K Kashyap University of Chicago Booth School of Business and National Bureau…
Slide 1Geometry of LP: Feasible Regions, Feasible Directions, Basic Feasible Solutions Ashish Goel Department of Management Science and Engineering Stanford University Stanford,…
Liquidity Assessment and the Use of Liquidity Ratio as Defined in the Basel III Accords to Identify Bank Distress Alain Angora, Caroline Roulet• Université de Limoges,…
The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market David Goldreich, Bernd Hanke and Purnendu Nathy First Draft: September 12, 2001 This Draft:…