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May 22, 2013

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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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