Contagion at the interbank market with stochastic LGD
Year of publication: |
2011
|
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Authors: | Memmel, Christoph ; Sachs, Angelika ; Stein, Ingrid |
Institutions: | Deutsche Bundesbank |
Subject: | interbank market | contagion | stochastic LGD |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2011,06 |
Classification: | D53 - Financial Markets ; E47 - Forecasting and Simulation ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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Contagion at the interbank market with stochastic LGD
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Relationship lending: empirical evidence for Germany
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