Liquidity and Solvency Shocks in Interbank Lending and the Prediction of Bank Failures : Analysis of a Network Model of Systemic Risk
Year of publication: |
[2022]
|
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Authors: | Krause, Andreas ; Giansante, Simone |
Publisher: |
[S.l.] : SSRN |
Subject: | Bankinsolvenz | Bank failure | Systemrisiko | Systemic risk | Prognoseverfahren | Forecasting model | Schock | Shock | Bankenliquidität | Bank liquidity | Liquidität | Liquidity | Finanzkrise | Financial crisis | Bankrisiko | Bank risk |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 21, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2133166 [DOI] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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