Liquidity policies and systemic risk
- Publisher: New York, NY: Federal Reserve Bank of New York
DSGE | liquidity regulation | E32 | E02 | G00 | systemic risk | G28 | financial intermediation | liquidity regulation; systemic risk; DSGE; financial intermediation
mesheuropmc: health care economics and organizations
The growth of wholesale-funded credit intermediation has motivated liquidity regulations. We analyze a dynamic stochastic general equilibrium model in which liquidity and capital regulations interact with the supply of risk-free assets. In the model, the endogenously ti...