Rollover Risk and Market Freezes¶
ACHARYA, V. V., GALE, D., & YORULMAZER, T. (2011). Rollover Risk and Market Freezes. The Journal of Finance, 66(4), 1177-1209.
Cited by¶
1 citation across 1 artifact.
Each citation links to the sentence it supports in the citing article.
Mechanisms¶
- Rollover-Failure Stress Test
- It is the direct interrogation of rollover risk: the danger that maturing short-term obligations cannot be renewed when due, forcing distressed action even in an otherwise solvent system.
This sourceModels how failure to roll short-term obligations can force distressed sales despite high-fundamental-value collateral.
- It is the direct interrogation of rollover risk: the danger that maturing short-term obligations cannot be renewed when due, forcing distressed action even in an otherwise solvent system.
Verification¶
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Does it back the claim? Not recorded. The single citation of this work carries no recorded support check.
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Registry ID ref:4efc2067bea5 · see in the full table