Showing 1 - 10 of 1,643
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/10013009194
Persistent link: https://www.econbiz.de/10001850813
Persistent link: https://www.econbiz.de/10003970347
Persistent link: https://www.econbiz.de/10003918879
Persistent link: https://www.econbiz.de/10003892198
Persistent link: https://www.econbiz.de/10009774464
Persistent link: https://www.econbiz.de/10003911902
Persistent link: https://www.econbiz.de/10009272496
Persistent link: https://www.econbiz.de/10003679381
Persistent link: https://www.econbiz.de/10003772825