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Questions tagged [financial-stability]

Relating to the ability of the financial system to assess, price and manage financial risks, dissipating imbalances that arise endogenously or as a result of unanticipated exogenous events.

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Assessing the effectiveness of macroprudential liquidity requirements

I would like to investigate the effectiveness of Basel III Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) in containing systemic risk during crises. As far as I know, a few studies ...
Maurizio Marinaro's user avatar
1 vote
1 answer
76 views

Understanding Minsky’s framework for rate transmission

Relevant except from Hyman Minsky: Although present value reversals occur-they certainly did in the 193Os and again to a much more limited extent in 1974-75 and 1981-82-the cyclical contractions and ...
Arash Howaida's user avatar
2 votes
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Lender-of-last-resort institutional setup - are there trade offs?

In one of his papers, Minsky admonished the fragmented institutional set up that the US market has been using post-depression: If the lender-of-Iast-resort function is decentralized so that ...
Arash Howaida's user avatar
1 vote
0 answers
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What underpins the argument that commercial paper is systemically important?

The Financial Stability Report recently had a paper on money market instruments and in one of the sections was a line that read: CP rates enter as inputs into credit-sensitive benchmark rates, and ...
Arash Howaida's user avatar
1 vote
1 answer
54 views

Does the Fed/SEC have tools to address shock-propagation from correlation of fund flows?

Premise In 2017, passively invested assets totaled 37% of mutual funds and ETFs; by 2021 this number is closer to 50% if not more. After the market downturn in (March) 2020, the Fed updated their ...
Arash Howaida's user avatar