Assessing and mitigating fire sales risk under partial information
Year of publication: |
2023
|
---|---|
Authors: | Pang, Raymond Ka-Kay ; Veraart, Luitgard |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 155.2023, p. 1-24
|
Subject: | Financial networks | Fire sales | Matrix reconstruction | Policy interventions | Stress testing | Systemic risk | Theorie | Theory | Finanzkrise | Financial crisis | Systemrisiko | Risiko | Risk |
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