Systemic risk in the financial system : capital shortfalls under Brexit, the US elections and the Italian referendum
Robert Engle and Cristiano Zazzara
| Year of publication: |
2018
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|---|---|
| Authors: | Engle, Robert F. ; Zazzara, Cristiano |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 14.2018, 4, p. 97-120
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| Subject: | systemic risk | stress testing | regulatory capital requirements | forecasting methods | Systemrisiko | Systemic risk | Italien | Italy | Basler Akkord | Basel Accord | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Bankrisiko | Bank risk | EU-Staaten | EU countries | Finanzsektor | Financial sector | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCR.2018.247 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012041807