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November 21, 2014
 

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Subject/Keyword: stress tests.

 
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1. Title: Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information
  Author/Editor: Schumacher, Liliana ; Barnhill, Theodore M.
  Series: Working Paper No. 11/263
  Published: November 01, 2011
  Subject(s): Banking systems | Credit risk | Economic models | External shocks | Liquidity | United States
  Author's Keyword(s): Solvency risk | systemic liquidity | stress tests.
 

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