A structural macro-financial model and macro-risk management
Year of publication: |
2015
|
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Authors: | Ho, Thomas S. Y. ; Yi, Sang-bin |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 13.2015, 2, p. 25-38
|
Subject: | Structural macro-financial model | macrostructure theory | flow of risk | financial network | innovation spiral | macro-risk management | household leverage | financial leverage | Basel capital requirement | Kapitalstruktur | Capital structure | Basler Akkord | Basel Accord | Risikomanagement | Risk management | Theorie | Theory | Kreditrisiko | Credit risk | Bankrisiko | Bank risk |
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