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SystemicRiskReferences3
Reference
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Brunnermeier, M.K., Langfield, S., Pagano, M., Reis, R., Van Nieuwerburgh, S. and Vayanos, D. (2016)
ESBies: Safety in the tranches
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Nematrian Summary
"This paper makes three contributions to the idea of European Safe Bonds (ESBies). First, it contains some numerical simulations showing the likely degree of safety of such instruments. Second, it shows how these instruments might cut the diabolica loop between sovereign risk and bank risk. Third, it proposes a step-by-step guide to how they might be created."
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