Exploring the systemic risk of domestic banks with ΔCoVaR and elastic-net
Michele Leonardo Bianchi, Alberto Maria Sorrentino
| Year of publication: |
2022
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|---|---|
| Authors: | Bianchi, Michele Leonardo ; Sorrentino, Alberto Maria |
| Subject: | Banking supervision | Capital regulation | Financial crisis | Internal risk models | Systemic risk | Value-at-risk | Finanzkrise | Systemrisiko | Bankrisiko | Bank risk | Bankenaufsicht | Risikomaß | Risk measure | Basler Akkord | Basel Accord | Risiko | Risk | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10693-021-00366-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013443858