Narrow search
Showing 1 - 10 of 5,242
Cover Image
Financial architecture and financial stability
Allen, Franklin; Walther, Ansgar - In: Annual review of financial economics 13 (2021), pp. 129-151
Persistent link: https://www.econbiz.de/10012612501
Cover Image
Models of financial stability and their application in stress tests
Aymanns, Christoph; Farmer, J. Doyne; Kleinnijenhuis, … - 2017
systemic risk, including models for the three main channels of contagion: counterparty loss, overlapping portfolios and funding … channels of contagion, models with learning and limited deductive reasoning that can survive the Lucas critique, and practical … banks …
Persistent link: https://www.econbiz.de/10011906282
Cover Image
Chapter 6. Models of Financial Stability and Their Application in Stress Tests
Aymanns, Christoph; Farmer, J. Doyne; Kleinnijenhuis, … - In: Handbook of computational economics : Volume 4: …, (pp. 329-391). 2018
, including models for the three main channels of contagion: counterparty loss, overlapping portfolios, and funding liquidity. We … of contagion, models with learning and limited deductive reasoning that can survive the Lucas critique, and practical … banks. …
Persistent link: https://www.econbiz.de/10014024350
Cover Image
Bailing in Banks: costs and benefits
Souza, Sergio Rubens Stancato de; Silva, Thiago Christiano - 2019
Persistent link: https://www.econbiz.de/10012167491
Cover Image
Structural systemic risk : evolution and main drivers
Azevedo, N.; Oliveira, Vitor - In: The journal of network theory in finance 5 (2019) 4, pp. 1-28
Persistent link: https://www.econbiz.de/10012489241
Cover Image
Experience of Greece on recapitalization of banks, marketing management and personnel retraining in conditions of economic recession
Andreeva, L. Yu.; Sviridov, O. Yu. - In: European research studies 20 (2017) 1, pp. 390-409
Persistent link: https://www.econbiz.de/10012217022
Cover Image
Concentrated banking system amplifies banking crises
Savolainen, Eero; Vauhkonen, Jukka - In: Bank of Finland bulletin (2015) 2, pp. 37-41
Persistent link: https://www.econbiz.de/10012040830
Cover Image
Dynamical macroprudential stress testing using network theory
Levy Carciente, Sary; Kenett, Dror Y.; Avakian, Adam; … - In: Journal of banking & finance 59 (2015), pp. 164-181
Persistent link: https://www.econbiz.de/10011544421
Cover Image
Fragility and contagion within European Union's banking system : the network prospective
Hakeem, Muhammad Mohsin; Suzuki, Ken-ichi - In: International journal of monetary economics and finance 9 (2016) 2, pp. 115-131
Persistent link: https://www.econbiz.de/10011548339
Cover Image
Bailing in Banks : costs and benefits
Souza, Sergio Rubens Stancato de; Silva, Thiago Christiano - In: Journal of financial stability 45 (2019), pp. 1-20
Persistent link: https://www.econbiz.de/10012260190