Showing 1 - 10 of 14
We provide a simple and tractable accounting-based stress-testing framework to assess loss dynamics in the banking sector, in a context of leverage targeting. Contagion can occur through direct interbank exposures, and indirect exposures due to overlapping portfolios with the associated price...
Persistent link: https://www.econbiz.de/10012387048
Persistent link: https://www.econbiz.de/10011533610
Persistent link: https://www.econbiz.de/10010508407
Persistent link: https://www.econbiz.de/10011531968
Persistent link: https://www.econbiz.de/10011609882
Persistent link: https://www.econbiz.de/10011609975
Persistent link: https://www.econbiz.de/10011905099
Persistent link: https://www.econbiz.de/10011761704
Persistent link: https://www.econbiz.de/10013327191