Ranking consistency of systemic risk measures : a simulation-based analysis in a banking network model
Year of publication: |
2019
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Authors: | Grundke, Peter |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 52.2019, 4, p. 953-990
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Subject: | Banking network model | Credit risk | Funding risk | Market risk | Systemic risk | Finanzdienstleistung | Financial services | Systemrisiko | Kreditrisiko | Risikomaß | Risk measure | Bankrisiko | Bank risk | Messung | Measurement | Theorie | Theory | Finanzmarkt | Financial market | Risiko | Risk | Netzwerk | Network |
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