Using Market Information for Banking System Risk Assessment
Year of publication: |
2006
|
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Authors: | Elsinger, Helmut ; Lehar, Alfred ; Summer, Martin |
Published in: |
International Journal of Central Banking. - International Journal of Central Banking. - Vol. 2.2006, 1
|
Publisher: |
International Journal of Central Banking |
Extent: | application/pdf text/html |
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Type of publication: | Article |
Language: | English |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C81 - Methodology for Collecting, Estimating, and Organizing Microeconomic Data ; E44 - Financial Markets and the Macroeconomy ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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Risk Assessment for Banking Systems
Elsinger, Helmut, (2002)
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Gauthier, Céline, (2010)
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Macroprudential regulation and systemic capital requirements
Gauthier, Céline, (2010)
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Risk Assessment for Banking Systems
Elsinger, Helmut, (2002)
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Systemically important banks : an analysis for the European banking system
Elsinger, Helmut, (2006)
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Eine neue Methode zur Risikoeinschätzung von Interbankenkrediten
Elsinger, Helmut, (2002)
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