tehrani, raza

[ 1 ] - Measure of systemic risk in the interbank market in Iran by buffer capital and hyperlink-induced topic search algorithm

Considering that the interbank market is considered as a night market to provide short-term liquidity to banks, one of the most important risks in this market - due to the short-term nature of transactions in this market - is systemic risk. Exercising this risk cycle will have devastating effects on monetary policymakers, such as the 2007-2009 crisis.  In this study, first, the buffer capital ...