Latent fragility : conditioning banks' joint probability of default on the financial cycle
Paul Bochmann, Paul Hiebert, Yves Schüler, Miguel A. Segoviano
| Year of publication: |
2024
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|---|---|
| Authors: | Bochmann, Paul ; Hiebert, Paul ; Schüler, Yves ; Segoviano, Miguel A. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 0261-5606, ZDB-ID 1500496-X. - Vol. 146.2024, Art.-No. 103107, p. 1-24
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| Subject: | Systemic risk | Financial crises | Portfolio credit risk | Multivariate density optimization | Financial cycle | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Konjunktur | Business cycle | Bankenkrise | Banking crisis | Systemrisiko | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Theorie | Theory | Statistische Verteilung | Statistical distribution | Basler Akkord | Basel Accord |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2024.103107 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015075903