Showing 1 - 10 of 220
Persistent link: https://www.econbiz.de/10009633057
Persistent link: https://www.econbiz.de/10009775063
Persistent link: https://www.econbiz.de/10013271944
Persistent link: https://www.econbiz.de/10011668581
Persistent link: https://www.econbiz.de/10012055894
Persistent link: https://www.econbiz.de/10011906139
Persistent link: https://www.econbiz.de/10012283203
Abstract We develop a novel stress-test framework to monitor systemic risk in financial systems. The modular structure of the framework allows to accommodate for a variety of shock scenarios, methods to estimate interbank exposures and mechanisms of distress propagation. The main features are as...
Persistent link: https://www.econbiz.de/10014621237
Persistent link: https://www.econbiz.de/10012076972
Persistent link: https://www.econbiz.de/10002774880