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An integrated approach to stress-testing : the Austrian systemic risk monitor (SRM)

Boss, Michael; Krenn, Gerald; Puhr, Claus; Summer, Martin - In: Stress-testing the banking system : methodologies and …, (pp. 202-237). 2009

Persistent link: https://www.econbiz.de/10003906143

Der Systemic Risk Monitor : ein Modell zur systematischen Risikoanalyse und zur Durchführung von Stresstests für Bankensysteme

Boss, Michael; Krenn, Gerald; Puhr, Claus; Summer, Martin - In: Finanzmarktstabilitätsbericht 11 (2006), pp. 92-106

Persistent link: https://www.econbiz.de/10003349504

Risk assessment for banking systems

Elsinger, Helmut - 2002

Persistent link: https://www.econbiz.de/10013436793

Ein makroökonomisches Kreditrisikomodell zur Durchführung von Krisentests für das österreichische Kreditportfolio

Boss, Michael - In: Finanzmarktstabilitätsbericht (2002), pp. 68-88

Persistent link: https://www.econbiz.de/10001919379

Systemic risk management in financial networks with credit default swaps

Leduc, Matt V.; Poledna, Sebastian; Thurner, Stefan - In: The journal of network theory in finance 3 (2017) 3, pp. 19-39

Persistent link: https://www.econbiz.de/10011879064

Systemic Risk Management in Financial Networks with Credit Default Swaps

Leduc, Matthew V. - 2020

We study insolvency cascades in an interbank system when banks are allowed to insure their loans with credit default swaps (CDS) sold by other banks. We show that, by properly shifting financial exposures from one institution to another, a CDS market can be designed to rewire the network of...

Persistent link: https://www.econbiz.de/10012855794