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Bank of Canada RSS Feedsen2024-03-29T11:25:06+00:00Interbank Asset-Liability Networks with Fire Sale Management
https://www.bankofcanada.ca/2020/09/staff-working-paper-2020-41/
Raising liquidity when funding is stressed creates pressure on the financial market. Liquidating large quantities of assets depresses their prices and may amplify funding shocks. How do banks weathering a funding crisis contribute to contagion risk?2020-09-28T14:30:46+00:00enInterbank Asset-Liability Networks with Fire Sale Management2020-09-28Financial stabilityFinancial system regulation and policiesPayment clearing and settlement systemsStaff Working Paper 2020-41https://www.bankofcanada.ca/wp-content/uploads/2020/09/swp2020-41.pdfStaff Working Paper 2020-41Zachary FeinsteinGrzegorz HalajSeptember 2020CC6C62C63C7C72GG0G01G1G11