Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis
Xin Huang; Hao Zhou; Haibin Zhu
| Alternative title: | The financial crisis of 2008, credit markets and effects on developed and emerging |
|---|---|
| Year of publication: |
2012
|
| Authors: | Huang, Xin ; Zhou, Hao ; Zhu, Haibin |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 8.2012, 3, p. 193-205
|
| Subject: | Systemic risk | Macro-prudential regulation | Portfolio distress loss | Credit default swap | Dynamic conditional correlation | Systemrisiko | Korrelation | Correlation | Bankrisiko | Bank risk | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Bankenaufsicht | Banking supervision | Finanzkrise | Financial crisis | Bankenregulierung | Bank regulation | Schätzung | Estimation | Finanzsektor | Financial sector | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Asiatisch-pazifischer Raum | Asia-Pacific region | Regulierung | Regulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009655810