1. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks

Sujit Kapadia; Mathias Drehmann; John Elliott; Gabriel Sterne

Home Business & Economics 1. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks

Chapter

Licensed

Unlicensed Requires Authentication

1. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks

Sujit Kapadia , Mathias Drehmann , John Elliott and Gabriel Sterne

Published by

View more publications by University of Chicago Press

To Publisher Page

This chapter is in the book Quantifying Systemic Risk

MLA
APA
Harvard
Chicago
Vancouver

MLA
APA
Harvard
Chicago
Vancouver

Kapadia, Sujit, Drehmann, Mathias, Elliott, John and Sterne, Gabriel. "1. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks". Quantifying Systemic Risk, edited by Joseph G. Haubrich and Andrew W. Lo, Chicago: University of Chicago Press, 2013, pp. 29-72. https://doi.org/10.7208/9780226921969-004

Kapadia, S., Drehmann, M., Elliott, J. & Sterne, G. (2013). 1. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks. In J. Haubrich & A. Lo (Ed.), Quantifying Systemic Risk (pp. 29-72). Chicago: University of Chicago Press. https://doi.org/10.7208/9780226921969-004

Kapadia, S., Drehmann, M., Elliott, J. and Sterne, G. 2013. 1. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks. In: Haubrich, J. and Lo, A. ed. Quantifying Systemic Risk. Chicago: University of Chicago Press, pp. 29-72. https://doi.org/10.7208/9780226921969-004

Kapadia, Sujit, Drehmann, Mathias, Elliott, John and Sterne, Gabriel. "1. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks" In Quantifying Systemic Risk edited by Joseph G. Haubrich and Andrew W. Lo, 29-72. Chicago: University of Chicago Press, 2013. https://doi.org/10.7208/9780226921969-004

Kapadia S, Drehmann M, Elliott J, Sterne G. 1. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks. In: Haubrich J, Lo A (ed.) Quantifying Systemic Risk. Chicago: University of Chicago Press; 2013. p.29-72. https://doi.org/10.7208/9780226921969-004

Copy

Copied to clipboard

BibTeX EndNote RIS

You are currently not able to access this content.

Chapters in this book

Frontmatter i
Contents ix
Acknowledgments xi
Introduction 1
Systemic Risk and Financial Innovation: Toward a “Unified” Approach 11
1. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks 29
2. Endogenous and Systemic Risk 73
3. Systemic Risks and the Macroeconomy 113
4. Hedge Fund Tail Risk 155
5. How to Calculate Systemic Risk Surcharges 175
6. The Quantifi cation of Systemic Risk and Stability: New Methods and Measures 223
Contributors 265
Author Index 267
Subject Index 271

Search book Search the content of this book

https://doi.org/10.7208/9780226921969-004

Chapters in this book

Frontmatter i
Contents ix
Acknowledgments xi
Introduction 1
Systemic Risk and Financial Innovation: Toward a “Unified” Approach 11
1. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks 29
2. Endogenous and Systemic Risk 73
3. Systemic Risks and the Macroeconomy 113
4. Hedge Fund Tail Risk 155
5. How to Calculate Systemic Risk Surcharges 175
6. The Quantifi cation of Systemic Risk and Stability: New Methods and Measures 223
Contributors 265
Author Index 267
Subject Index 271

1. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks

Chapter PDF View

Chapters in this book

Chapters in this book

Chapters in this book