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Risk and liquidity in a system context
Shin, Hyun Song (Avtor)

URLURL - Predstavitvena datoteka, za dostop obiščite http://www.bis.org/publ/work212.pdf Novo okno

Izvleček
This paper explores the pricing of debt in a financial system where the assets that borrowers hold to meet their obligations include claims against other borrowers. Assessing financial claims in a system context captures features that are missing in a partial equilibrium setting. It is possible for spreads to fall as debts rise, as debt-fuelled increases in asset prices and stronger balance sheets reinforce each other. Conversely, it is possible that de-leveraging leads to increases in spreads, as is often observed during crises.

Jezik:Angleški jezik
Ključne besede:finančni sistemi, krediti, sredstva, likvidnost, tveganje, obvladovanje tveganj, financial systems, credit, assets, liquidity, risk, risk management
Vrsta gradiva:Delo ni kategorizirano (r6)
Organizacija:EF - Ekonomska fakulteta
Leto izida:2006
Založnik:Bank for International Settlements
Št. strani:VII, 43 str.
Kraj:Basel (Switzerland)
UDK:336.71
COBISS.SI-ID:17679334 Povezava se odpre v novem oknu
Število ogledov:360
Število prenosov:97
Metapodatki:XML RDF-CHPDL DC-XML DC-RDF
 
Skupna ocena:(0 glasov)
Vaša ocena:Ocenjevanje je dovoljeno samo prijavljenim uporabnikom.
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