Contagion at the interbank market with stochastic LGD
Year of publication: |
2011
|
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Authors: | Memmel, Christoph ; Sachs, Angelika ; Stein, Ingrid |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | interbank market | contagion | stochastic LGD |
Series: | Discussion Paper Series 2 ; 2011,06 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-86558-703-9 |
Other identifiers: | 656649283 [GVK] hdl:10419/45176 [Handle] RePEc:zbw:bubdp2:201106 [RePEc] |
Classification: | D53 - Financial Markets ; E47 - Forecasting and Simulation ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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