Contagion accounting
Year of publication: |
2020
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Authors: | Aldasoro, Iñaki ; Hüser, Anne-Caroline ; Kok Sørensen, Christoffer |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Interbank networks | contagion | overlapping portfolios | fire sales | stress-testing |
Series: | ECB Working Paper ; 2499 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-4445-8 |
Other identifiers: | 10.2866/216332 [DOI] 1742831583 [GVK] hdl:10419/229113 [Handle] RePEc:ecb:ecbwps:20202499 [RePEc] |
Classification: | C63 - Computational Techniques ; G01 - Financial Crises ; G18 - Government Policy and Regulation ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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Aldasoro, Iñaki, (2020)
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Aldasoro, Iñaki, (2020)
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Contagion accounting in stress-testing
Aldasoro, Iñaki, (2022)
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