Mind the Basel gap
Year of publication: |
2022
|
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Authors: | Jylhä, Petri ; Lof, Matthijs |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 79.2022, p. 1-17
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Subject: | Systemic risk | Credit gap | One-sided Hodrick–Prescott filter | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Systemrisiko | Finanzkrise | Financial crisis | Theorie | Theory | Risikomaß | Risk measure |
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