. Interbank Offered Rate (IBOR) and Benchmark Reform Frequently Asked Questions April 2023 These Frequently Asked Questions (FAQ) are provided for information purposes only and may not represent the views or opinions of Citigroup Inc. or its affiliates (collectively, "Citi"), employees or off...
This result is due to the fact that the DebtRank dynamics becomes unstable for large values of βλ max 42, and it is derived under some assumptions: that banks do not react to changing market conditions, that the recovery rate is zero, and that no policy intervention is in place. These...
The physics of financial networks Article 10 June 2021 Contingent convertible bonds in financial networks Article Open access 15 December 2023 A multilevel analysis of financial institutions’ systemic exposure from local and system-wide information Article Open access 19 October 2020 Introduction...
In October 2008, the Federal Reserve shifted from a federal-funds-rate target and zero interest on bank reserves to a regime with an identical interest rate on required and excess reserves, set above its targeted federal funds rate. The ... DH Dutkowsky,David D. VanHoose - 《Journal of ...