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A framework assessing the systemic risk of major financial institutions

Huang, Xin; Zhou, Hao; Zhu, Haibin - 2009

Persistent link: https://www.econbiz.de/10003847632

A framework for assessing the systemic risk of major financial institutions

Huang, Xin; Zhou, Hao; Zhu, Haibin - In: Journal of banking & finance 33 (2009) 11, pp. 2036-2049

Persistent link: https://www.econbiz.de/10003892198

A framework for assessing the systemic risk of major financial institutions

Huang, Xin; Zhou, Hao; Zhu, Haibin - 2009

Persistent link: https://www.econbiz.de/10003911902

Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis

Huang, Xin; Zhou, Hao; Zhu, Haibin - In: Journal of financial stability 8 (2012) 3, pp. 193-205

Persistent link: https://www.econbiz.de/10009655810

The systemic risk of European banks during the financial and sovereign debt crises

Black, Lamont; Correa, Ricardo; Huang, Xin; Zhou, Hao - 2013

Persistent link: https://www.econbiz.de/10009789029

The systemic risk of European banks during the financial and sovereign debt crises

Black, Lamont; Correa, Ricardo; Huang, Xin; Zhou, Hao - In: Journal of banking & finance 63 (2016), pp. 107-125

Persistent link: https://www.econbiz.de/10011634180

Explaining credit default swap spreads with the equity volatility and jump risks of individual firms

Zhang, Benjamin Yibin; Zhou, Hao; Zhu, Haibin - In: The review of financial studies 22 (2009) 12, pp. 5099-5131

Persistent link: https://www.econbiz.de/10003916314

Explaining credit default swap spreads with the equity volatility and jump risks of individual firms

Zhang, Benjamin Yibin; Zhou, Hao; Zhu, Haibin - 2005

Persistent link: https://www.econbiz.de/10003234544

Explaining credit default swap spreads with equity volatility and jump risks of individual firms

Zhang, Benjamin Yibin; Zhou, Hao; Zhu, Haibin - 2005

Persistent link: https://www.econbiz.de/10003113897

A Framework for Assessing the Systemic Risk of Major Financial Institutions

Huang, Xin Xun; Zhou, Hao; Zhu, Haibin - Bank für Internationalen Zahlungsausgleich <Basel> - 2009

In this paper we propose a framework for measuring and stress testing the systemic risk of a group of major financial institutions. The systemic risk is measured by the price of insurance against financial distress, which is based on ex ante measures of default probabilities of individual banks...

Persistent link: https://www.econbiz.de/10009138492