A model of system-wide stress simulation : market-based finance and the Covid-19 event
Year of publication: |
[2022]
|
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Authors: | Di Iasio, Giovanni ; Alogoskoufis, Spyridon ; Kördel, Simon ; Kryczka, Dominika ; Nicoletti, Giulio ; Vause, Nicholas |
Publisher: |
Frankfurt am Main, Germany : European Central Bank |
Subject: | Systemic risk | market-based nance | stress testing | COVID-19 | Coronavirus | Simulation | Systemrisiko | Risikomanagement | Risk management | Welt | World | Wirkungsanalyse | Impact assessment | Bankrisiko | Bank risk | Kreditrisiko | Credit risk |
Extent: | 1 Online-Ressource (circa 33 Seiten) Illustrationen |
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Series: | Working paper series / European Central Bank. - Frankfurt, M. : European Central Bank, ISSN 1725-2806, ZDB-ID 2123559-4. - Vol. no 2671 (June 2022) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 978-92-899-5120-3 |
Other identifiers: | 10.2866/67223 [DOI] hdl:10419/264496 [Handle] |
Classification: | G17 - Financial Forecasting ; G21 - Banks; Other Depository Institutions; Mortgages ; G22 - Insurance; Insurance Companies ; G23 - Pension Funds; Other Private Financial Institutions |
Source: | ECONIS - Online Catalogue of the ZBW |
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