Systemic risk in an interconnected banking system with endogenous asset markets
Year of publication: |
2014
|
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Authors: | Bluhm, Marcel ; Krahnen, Jan Pieter |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 13.2014, p. 75-94
|
Subject: | Systemic risk | Systemic risk charge | Macroprudential supervision | Shapley value | Financial network | Systemrisiko | Finanzmarkt | Financial market | Shapley-Wert | Theorie | Theory | Bankenkrise | Banking crisis | Unternehmensnetzwerk | Business network | Bankenaufsicht | Banking supervision | Bankrisiko | Bank risk | Finanzsystem | Financial system | Finanzkrise | Financial crisis | Bilanzstrukturmanagement | Asset-liability management |
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