Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector
Year of publication: |
2023
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Authors: | Dimitrov, Daniel ; van Wijnbergen, Sweder |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | systemic risk | CDS rates | implied market measures | financial institutions | fat tails | O-SII buffer |
Series: | Tinbergen Institute Discussion Paper ; TI 2023-029/IV |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1846006252 [GVK] hdl:10419/273840 [Handle] RePEc:tin:wpaper:20230029 [RePEc] |
Classification: | G01 - Financial Crises ; G20 - Financial Institutions and Services. General ; G18 - Government Policy and Regulation ; G38 - Government Policy and Regulation |
Source: |
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Dimitrov, Daniel, (2023)
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Dimitrov, Daniel, (2022)
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Macroprudential regulation : a risk management approach
Dimitrov, Daniel, (2023)
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Dimitrov, Daniel, (2022)
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Dimitrov, Daniel, (2022)
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Macroprudential regulation : a risk management approach
Dimitrov, Daniel, (2023)
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