Collateralization, leverage, and stressed expected loss
Year of publication: |
December 2017
|
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Authors: | Jondeau, Eric ; Khalilzadeh, Amir |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 33.2017, p. 226-243
|
Subject: | Real business cycle | Capital shortfall | Systemic risk | Collateral | Leverage | Kreditsicherung | Kapitalstruktur | Capital structure | Kreditrisiko | Credit risk | Real-Business-Cycle-Theorie | Real business cycle model | Systemrisiko | Finanzkrise | Financial crisis | Konjunktur | Business cycle |
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