Cui, Jin Essays on financial system risk management The thesis examines five specific financial system risk management issues: 1. The effectiveness of one of the Fed’s earliest unconventional policy actions, the TAF, in reducing the USD Libor–OIS spread during the GFC; 2. The risk spillover effects between the interbank, commercial paper, and mortgage markets in the U.S. prior to and during the GFC; 3. The determinants of five major currency Libor–OIS spreads prior to and during different stages of the interbank distress period; 4. The determinants of major bank joint default probability in main Eurozone countries, and 5. Their spillover effects under different market conditions. Financial crises;thesis(doctorate);ethesis-20160907-163120;Risk management;Risk drivers;Risk spillovers;monash:173152;Restricted access;2016;1959.1/1282070 2017-02-23
    https://bridges.monash.edu/articles/thesis/Essays_on_financial_system_risk_management/4688641
10.4225/03/58af6e6bd63e0