Bank capital shock propagation via syndicated interconnectedness
Year of publication: |
January 2015
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Authors: | Nirei, Makoto ; Sushko, Vladyslav ; Caballero, Julián |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 47.2015, 1, p. 67-96
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Subject: | Syndicated lending | Systemic risk | Network externalities | Value at risk | Bank capital shocks | Rare event risk | Theorie | Theory | Bankrisiko | Bank risk | Schock | Shock | Bank | Finanzkrise | Financial crisis | Risikomaß | Risk measure | Kreditrisiko | Credit risk |
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