Chapter 27. Measuring Systemic Risk-Adjusted Liquidity
- Li Ong
- Published Date:
- December 2014
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- Andreas A. JobstThis chapter is an abridged version of IMF Working Paper 12/209, which was also published as “Measuring Systemic Risk-Adjusted Liquidity (SRL)—A Model Approach,” Journal of Banking and Finance, Vol. 45, pp. 270–87 (Jobst, 2014). The model is based on previous analytical work in the context of the October 2009, October 2010, and April 2011 issues of the Global Financial Stability Report (IMF, 2009, 2010, 2011; Jobst, 2011).