Using Market Information for Banking System Risk Assessment
Year of publication: |
2005-09-19
|
---|---|
Authors: | Elsinger, Helmut ; Lehar, Alfred ; Summer, Martin |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Systemic Risk | Financial Stability | Stress Testing | Interbank Market |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in International Journal of Central Banking Number 1.Volume(2006): pp. 137-165 |
Classification: | G00 - Financial Economics. General ; G0 - Financial Economics. General |
Source: |
-
Hong Kong SAR; Meeting the Challenges of Integration with the Mainland
Lee, William, (2004)
-
Russian Federation; Financial Sector Stability Assessment Update
(2010)
-
Input-output-based measures of systemic importance
Aldasoro, Iñaki, (2013)
- More ...
-
Risk Assessment for Banking Systems
Elsinger, Helmut, (2002)
-
Systemically important banks : an analysis for the European banking system
Elsinger, Helmut, (2006)
-
Eine neue Methode zur Risikoeinschätzung von Interbankenkrediten
Elsinger, Helmut, (2002)
- More ...