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Too many to fail: an analysis of time-inconsistency in bank closure policies
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Carey, M., Stulz, R.M.and and (Eds), The University of Chicago Press, Chicago, IL
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Allen, F. and Gale, D. (2006), “Systemic risk and regulation”, in Carey, M. and Stulz, R.M. (Eds), The Risks of Financial Institutions, The University of Chicago Press, Chicago, IL.
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Allen, F.1
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Drehmann, M., Sorensen, S. and Stringa, M. (2006), “Integrating credit and interest rate risk: a theoretical framework and an application to banks' balance sheets”, paper presented at the Bank for International Settlements Conference on “Risk management and regulation in banking”, Basel, 29-30 June.
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Integrating credit and interest rate risk: a theoretical framework and an application to banks' balance sheets
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Drehmann, M.1
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paper presented at the London School of Economics Conference on “Financial stability: theory and applications”, London, 18-19 May
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Gai, P. and Haldane, A.G. (2006), “Public policy in an era of super-systemic risk”, paper presented at the London School of Economics Conference on “Financial stability: theory and applications”, London, 18-19 May.
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Gai, P., Kapadia, S.R., Millard, S. and Perez, A. (2006a), “Financial innovation, macroeconomic stability and systemic crises”, paper presented at the Federal Reserve Bank of Atlanta conference on “Modern financial institutions, financial markets, and systemic risk”, Atlanta, GA, 17-18 April.
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Gai, P.1
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working paper, Bank of England, London
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Gai, P., Kondor, P. and Vause, N. (2006b), “Procyclicality, collateral values, and financial stability”, No. 304, working paper, Bank of England, London.
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remarks at the Global Association of Risk Professionals 7th Annual Risk Management Convention and Exhibition, New York, NY, 28 February
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Geithner, T.F. (2006), “Risk management challenges in the US financial system”, remarks at the Global Association of Risk Professionals 7th Annual Risk Management Convention and Exhibition, New York, NY, 28 February.
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Network models and financial stability
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forthcoming
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Nier, E., Yang, J., Yorulmazer, T. and Alentorn, A. (2007), “Network models and financial stability”, Journal of Economic Dynamics and Control, forthcoming.
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Journal of Economic Dynamics and Control
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Rajan, R.G. (2005), “Has financial development made the world riskier?”, paper presented at the Federal Reserve Bank of Kansas City Economic Symposium on “The greenspan era: lessons for the future”, Jackson Hole, 25-27 August.
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Liquidity and contagion: the crisis of 1763
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