Assessing systemic fragility : a probabilistic perspective
Year of publication: |
2022
|
---|---|
Authors: | Radev, Deyan |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 25.2022, 2, p. 47-74
|
Subject: | banking stability | financial distress | sovereign default | leave-one-out approach | tail risk | contagion | Bankenkrise | Banking crisis | Finanzkrise | Financial crisis | Finanzdienstleistung | Financial services | Insolvenz | Insolvency | Ansteckungseffekt | Contagion effect | Staatsbankrott | Sovereign default | Bankrisiko | Bank risk | Kreditrisiko | Credit risk | Bankinsolvenz | Bank failure | Öffentliche Schulden | Public debt | Wahrscheinlichkeitsrechnung | Probability theory |
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