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~isPartOf:"Journal of financial stability"
~subject:"Credit risk"
~subject:"Derivat"
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A Simple Credit Risk Model wit...
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Journal of financial stability
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137
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ECONIS (ZBW)
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1
How does risk flow in the credit default
swap
market?
D'Errico, Marco
;
Battiston, Stefano
;
Peltonen, Tuomo
; …
- In:
Journal of financial stability
35
(
2018
),
pp. 53-74
Persistent link: https://www.econbiz.de/10012156839
Saved in:
2
The implications of dependence, tail dependence, and bounds' measures for counterparty credit risk pricing
Arismendi Zambrano, Juan Carlos
;
Belitsky, Vladimir
; …
- In:
Journal of financial stability
58
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013417464
Saved in:
3
Cross country linkages and transmission of sovereign risk : evidence from China's credit default swaps
Zhang, Wenlong
;
Zhang, Gaiyan
;
Helwege, Jean
- In:
Journal of financial stability
58
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013417476
Saved in:
4
Loss coverage and stress testing mortgage portfolios : a non-parametric approach
Rodríguez, Adolfo
;
Trucharte, Carlos
- In:
Journal of financial stability
3
(
2007
)
4
,
pp. 342-367
Persistent link: https://www.econbiz.de/10003780560
Saved in:
5
Collateral composition, diversification risk, and systemically important merchant banks
Derviz, Alexis
- In:
Journal of financial stability
14
(
2014
),
pp. 23-34
Persistent link: https://www.econbiz.de/10011301297
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6
Geographic diversification in banking
Fang, Yiwei
;
Lelyveld, Iman van
- In:
Journal of financial stability
15
(
2014
),
pp. 172-181
Persistent link: https://www.econbiz.de/10011306462
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7
The misconception of the option value of deposit insurance and the efficacy of non-risk-based capital requirements in the literature on bank capital regulation
Fegatelli, Paolo
- In:
Journal of financial stability
6
(
2010
)
2
,
pp. 79-84
Persistent link: https://www.econbiz.de/10009271816
Saved in:
8
Bank capital buffer and risk adjustment decisions
Jokipii, Terhi
;
Milne, Alistair
- In:
Journal of financial stability
7
(
2011
)
3
,
pp. 165-178
Persistent link: https://www.econbiz.de/10009272331
Saved in:
9
Incorporating funding costs in top-down stress tests
Korsgaard, Søren
- In:
Journal of financial stability
52
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012745409
Saved in:
10
Sensitivity of credit risk stress test results : Modelling issues with an application to Belgium
Ferrari, Stijn
;
Van Roy, Patrick
;
Vespro, Cristina
- In:
Journal of financial stability
52
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012745437
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