Risk and Liquidity¶
Shin, H. S. (2010). Risk and Liquidity. Oxford University Press.
Cited by¶
1 citation across 1 artifact.
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Domain-specific¶
- Funding Fragility
- The pattern recurs across bank deposits funding long mortgages, money-market funds holding commercial paper, repo markets rolling overnight against illiquid collateral, hedge funds relying on prime-broker leverage subject to margin calls, and emerging-market sovereigns with short-duration foreign-currency debt subject to sudden stops in capital flows.
This sourceThat the same short-funding-against-illiquid-assets run structure recurs across deposits, money funds, repo, prime-broker leverage and emerging-market sovereign debt.
- The pattern recurs across bank deposits funding long mortgages, money-market funds holding commercial paper, repo markets rolling overnight against illiquid collateral, hedge funds relying on prime-broker leverage subject to margin calls, and emerging-market sovereigns with short-duration foreign-currency debt subject to sudden stops in capital flows.
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Registry ID ref:74ab01022bba · see in the full table