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~isPartOf:"SRC discussion paper : discussion paper series"
~subject:"Bank regulation"
~subject:"Finanzkrise"
~subject:"Kreditrisiko"
~type_genre:"Proceedings"
~type_genre:"Working Paper"
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SRC discussion paper : discussion paper series
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Latent fragility : conditioning banks' joint probability of default on the financial cycle
Bochmann, Paul
;
Hiebert, Paul
;
Schüler, Yves
; …
-
2023
Persistent link: https://www.econbiz.de/10014250464
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2
Options-based systemic risk, financial distress, and macroeconomic downturns
Bevilacqua, Mattia
;
Tunaru, Radu
;
Vioto, Davide
-
2020
Persistent link: https://www.econbiz.de/10012387840
Saved in:
3
Macroprudential stress tests : a reduced-form approach to quantifying systemic risk losses
Alla, Zineddine
;
Espinoza, Raphael A.
;
Li, Qiaoluan H.
; …
-
2018
Persistent link: https://www.econbiz.de/10012213938
Saved in:
4
A comprehensive multi-sector tool for analysis of systemic risk and interconnectedness (SyRIN)
Cortes, Fabio
;
Lindner, Peter
;
Malik, Sheheryar
; …
-
2018
Persistent link: https://www.econbiz.de/10012213945
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