Cascading bankruptcies under simultaneous sectorial shocks : theory and application to the Tunisian banking sector
Year of publication: |
2024
|
---|---|
Authors: | Nabi, Mahmoud Sami ; Fersi, Sami |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 2, p. 1696-1706
|
Subject: | bankruptcy | banking network | portfolio risk | sectorial shocks | systemic banking risk | Tunisia | Tunesien | Insolvenz | Insolvency | Schock | Shock | Bankrisiko | Bank risk | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Bank | Theorie | Theory | Systemrisiko | Systemic risk | Bankenkrise | Banking crisis | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Schätzung | Estimation |
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