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Bank of Canada RSS Feedsen2024-03-29T15:05:06+00:00Opaque Assets and Rollover Risk
https://www.bankofcanada.ca/2016/04/staff-working-paper-2016-17/
We model the asset-opacity choice of an intermediary subject to rollover risk in wholesale funding markets. Greater opacity means investors form more dispersed beliefs about an intermediary’s profitability.2016-04-14T16:10:59+00:00enOpaque Assets and Rollover Risk2016-04-14Financial institutionsFinancial stabilityStaff Working Paper 2016-17https://www.bankofcanada.ca/wp-content/uploads/2016/04/swp2016-17.pdfOpaque Assets and Rollover RiskBenjamin NelsonToni AhnertApril 2016GG0G01G2