A simulation approach to evaluate systemic risk
| Year of publication: |
2014
|
|---|---|
| Authors: | Brämer, Patrick ; Gischer, Horst ; Lücke, Christine |
| Published in: |
European journal of political economy. - Amsterdam [u.a.] : Elsevier, ISSN 0176-2680, ZDB-ID 623005-2. - Vol. 34.2014, Suppl., p. 53-64
|
| Subject: | Banking system | Contagion | Rating transition | Simulation | Systemic risk | Systemrisiko | Bankrisiko | Bank risk | Finanzkrise | Financial crisis | Finanzsystem | Financial system | Ansteckungseffekt | Contagion effect | Kreditrisiko | Credit risk | Bankenkrise | Banking crisis | Theorie | Theory | Bewertung | Evaluation |
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