Forward-Looking Tail Risk Exposures at U.S. Bank Holding Companies
Year of publication: |
2012
|
---|---|
Authors: | Knaup, Martin ; Wagner, Wolf |
Published in: |
Journal of Financial Services Research. - Springer, ISSN 0920-8550. - Vol. 42.2012, 1, p. 35-54
|
Publisher: |
Springer |
Subject: | Tail risk | Forward-looking | Banks | Systemic crisis |
-
Forward-looking tail risk exposures at US Bank Holding Companies
Knaup, Martin, (2012)
-
Systemic Fear, Modern Finance and the Future of Capitalism
Bichler, Shimshon, (2010)
-
Near-Coincident Indicators of Systemic Stress
Arsov, Ivailo, (2013)
- More ...
-
A Market Based Measure of Credit Quality and Banks' Performance During the Subprime Crisis
Knaup, Martin, (2009)
-
A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis
Knaup, Martin, (2012)
-
A commentary on "measuring systemic risk"
DeYoung, Robert, (2012)
- More ...