Bank solvency evaluation with a Markov model
Year of publication: |
2002
|
---|---|
Authors: | Reboredo, Juan Carlos |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 12.2002, 5, p. 337-345
|
Subject: | Bankenliquidität | Bank liquidity | Bankinsolvenz | Bank failure | Markov-Kette | Markov chain |
-
Modeling the contagion of bank runs with a Markov model
Parnes, Dror, (2021)
-
The costs and benefits of liquidity regulations : lessons from an idle monetary policy tool
Curfman, Christopher J., (2019)
-
Could Basel III capital and liquidity requirements avoid bank failure?
Boulifa, Lamia Bouattour, (2016)
- More ...
-
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps
Ugolini, Andrea, (2023)
-
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier, (2021)
-
The impact of climate transition risks on financial stability: A systemic risk approach
Ojea-Ferreiro, Javier, (2022)
- More ...