Contagion in the interbank market with stochastic loss given default
Christoph Memmel, Angelika Sachs, and Ingrid Stein
| Year of publication: |
2012
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|---|---|
| Authors: | Memmel, Christoph ; Sachs, Angelika ; Stein, Ingrid |
| Published in: |
International journal of central banking : IJCB. - Washington, DC : European Central Bank, ISSN 1815-4654, ZDB-ID 2192333-4. - Vol. 8.2012, 3, p. 177-206
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| Subject: | Kreditrisiko | Credit risk | Geldmarkt | Money market | Stochastischer Prozess | Stochastic process | Ansteckungseffekt | Contagion effect | Bankenkrise | Banking crisis | Theorie | Theory | Interbankenmarkt | Interbank market | Basler Akkord | Basel Accord |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009634274