Liquidity risk charges as a macroprudential tool

Open Access
Authors
Publication date 2009
Series Policy Insight, 40
Number of pages 5
Publisher London: CEPR
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam Business School Research Institute (ABS-RI)
Abstract Liquidity risk charges were proposed in February 2009 as a new macro-prudential tool to discourage systemic risk creation by banks.
A new CEPR Policy Insight refines this proposal in order to clarify challenging issues surrounding the implementation of liquidity risk charges.
Document type Report
Published at http://www.cepr.org/pubs/PolicyInsights/PolicyInsight40.pdf
Downloads
319834.pdf (Final published version)
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