1. To: Michael McRaith, Director of the Illinois Division of Insurance andChair of the Rating Agency (E) Working GroupEric Dinallo, Superintendent of the New York Insurance…
Measuring Liquidity Mismatch in the Banking Sector Jennie Bai, Arvind Krishnamurthy, Charles-Henri Weymuller ∗ October 2013 Abstract This paper implements a liquidity measure…