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All Blog Posts Tagged 'Liquidity Risk' (1)

Liquidity Risk The Interbank Market and Game Theory

Interbank markets may fail to allocate liquidity efficiently due to: asymmetric information about the quality of banks’ assets, banks’ free-riding on each other’s liquidity or on central bank liquidity; or as a consequence of predatory behaviour forcing ineffiient liquidation of bank assets. These are the (reasonably) well understood features of the "Game Theory" of the global interbank market.



It is becoming generally understood (particulalry in banking software development) that… Continue

Added by John A Morrison on March 31, 2009 at 2:31am — No Comments

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