Non-stationary financial risk factors and macroeconomic vulnerability for the UK
K Varga, T Szendrei - International Review of Financial Analysis, 2025 - Elsevier
Tracking the build-up of financial vulnerabilities is a key component of financial stability
policy. Due to the complexity of the financial system, this task is daunting, and there have …
policy. Due to the complexity of the financial system, this task is daunting, and there have …
Systemic liquidity contagion in the European interbank market
Systemic liquidity risk, defined by the International Monetary Fund as “the risk of
simultaneous liquidity difficulties at multiple financial institutions,” is a key topic in financial …
simultaneous liquidity difficulties at multiple financial institutions,” is a key topic in financial …
Essays in financial stability and intermediation
P Katsoulis - 2021 - openaccess.city.ac.uk
This thesis empirically examines the contribution of financial institutions to systemic risk by
looking at their interactions with market-based finance. The financial crisis of 2007-09 …
looking at their interactions with market-based finance. The financial crisis of 2007-09 …