Jan 8, 2019 · During a financial crisis, structural uncertainty makes it difficult for banks to assess the risk of financial contagion and their own health.
During a financial crisis, structural uncertainty makes it difficult for banks to assess the risk of financial contagion and their own health. Under such ...
Jan 8, 2019 · During a financial crisis, structural uncertainty makes it difficult for banks to assess the risk of financial contagion and their own health.
Liquidity Hoarding in Financial Networks: The Role of Structural Uncertainty. Authors. Davidovic, Stojan; Kothiyal, Amit; Galesic, Mirta; Katsikopoulos ...
Liquidity Hoarding in Financial Networks: The Role of Structural Uncertainty · Stojan Davidovic, Amit Kothiyal, Mirta Galesic, Konstantinos Katsikopoulos ...
Author: Davidovic, Stojan et al.; Genre: Journal Article; Issued: 2019; Open Access; Title: Liquidity hoarding in financial networks: The role of structural ...
The dynamics of confidence affect a plethora of financial phenomena including liquidity hoarding. We present a multiagent model of a financial network in which ...
Liquidity Hoarding in Financial Networks: The Role of Structural Uncertainty. S. Davidovic, A. Kothiyal, M. Galesic, K. Katsikopoulos, and N. Arinaminpathy.
People also ask
What is liquidity hoarding?
Why are US banks hoarding liquidity?
We present a model of banks' liquidity management where banks choose a portfolio of liquid and illiquid assets, and later on decide to lend or hoard ...
The author shows that, after a liquidity shock, uncertainty about not being able to roll over interbank loans leads to inefficient liquidation of assets, which.