Evaluating systemic risk using bank default probabilities in financial networks
Sergio Rubens Stancato de Souza, Thiago Christiano Silva, Benjamin Miranda Tabak, Solange Maria Guerra
| Year of publication: |
May 2016
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|---|---|
| Authors: | Souza, Sergio Rubens Stancato de ; Silva, Thiago Christiano ; Tabak, Benjamin Miranda ; Guerra, Solange Maria |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 66.2016, p. 54-75
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| Subject: | Systemic risk | Financial stability | Interbank market | Stress test | Macroprudential | Network | Systemrisiko | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Stresstest | Unternehmensnetzwerk | Business network | Finanzsektor | Financial sector | Interbankenmarkt | Risikomaß | Risk measure | Bank | Geldmarkt | Money market | Bankenkrise | Banking crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2016.03.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011708369