Dissecting interbank risk Working Papers uri icon

authors

  • LAFUENTE LUENGO, JUAN ANGEL
  • Petit, Nuria
  • SERRANO AGUILAR, PEDRO

publication date

  • 2017

series title

  • UC3M Working Papers Business

series number

  • 17-02

keywords

  • Interbank risk
    Basis swap
    Systemic risk
    Liquidity
    Particle filter