Systemic risk : the dynamics of modern financial systems /
Prasanna Gai.
- 1st ed./
- Oxford : Oxford University Press, 2013.
- xiv, 130 p. : ill. ; 24 cm.
Includes bibliographical references (p. [123]-128) and index.
The robust-yet-fragile nature of financial systems -- Systemic liquidity crises -- Dynamic credit relationships -- Covered bonds and systemic risk -- Quantifying systemic risk -- Financial system resilience.