Moez Souissi - Latest - Bank of Canada
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2024-03-28T14:07:12+00:00
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Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings
https://www.bankofcanada.ca/2010/11/working-paper-2010-29/
We offer a multi-period systemic risk assessment framework with which to assess recent liquidity and capital regulatory requirement proposals in a holistic way.
2010-11-16T10:39:04+00:00
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Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings
2010-11-16
Financial stability
Financial system regulation and policies
Working Paper 2010-29
https://www.bankofcanada.ca/wp-content/uploads/2010/11/wp10-29.pdf
Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings
CĂ©line Gauthier
Zhongfang He
Moez Souissi
November 2010
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