Interbank risk assessment: A simulation approach
Year of publication: |
2020
|
---|---|
Authors: | Jager, Maximilian ; Siemsen, Thomas ; Vilsmeier, Johannes |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Interbank contagion | credit risk | systemic risk | loss simulation |
Series: | Deutsche Bundesbank Discussion Paper ; 23/2020 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-95729-705-1 |
Other identifiers: | 169502480X [GVK] hdl:10419/215894 [Handle] RePEc:zbw:bubdps:232020 [RePEc] |
Classification: | G17 - Financial Forecasting ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: |
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Interbank risk assessment : a simulation approach
Jager, Maximilian, (2020)
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The credit quality channel : modeling contagion in the interbank market
Fink, Kilian, (2015)
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Models of financial stability and their application in stress tests
Aymanns, Christoph, (2017)
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Interbank Risk Assessment – A Simulation Approach
Jager, Maximilian, (2020)
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Interbank risk assessment : a simulation approach
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On a quest for robustness: About model risk, randomness and discretion in credit risk stress tests
Siemsen, Thomas, (2018)
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