Managing systemic risk from the perspective of the financial network under macroeconomic distress : FSI Award 2012 winning paper
Year of publication: |
2012
|
---|---|
Authors: | Jo, Jae Hyun |
Institutions: | Institut für Finanzstabilität (contributor) |
Publisher: |
Basel : Financial Stability Inst., Bank for Internat. Settlements |
Subject: | Stresstest (makroökonomisch) | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Kreditrisiko | Credit risk | Bankrechnungslegung | Bank accounting | Internationale Bank | International bank | Systemrisiko | Systemic risk | Wirkungsanalyse | Impact assessment | Simulation | Theorie | Theory |
Description of contents: | Table of Contents [gbv.de] |
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Macroprudential stress‑test models : a survey
Aikman, David, (2023)
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Interbank risk assessment : a simulation approach
Jager, Maximilian, (2020)
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Akhter, Selim, (2017)
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Araujo Medinacelli, Rudy, (2016)
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Regulatory use of system-wide estimations of PD, LGD and EAD : FSI Award 2010 winning paper
Elizondo Flores, Jesus Alan, (2010)
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Jakubík, Petr, (2008)
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