Post global financial crisis modelling : credit risk for firms that are too big to fail
Year of publication: |
2019
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Authors: | Clark, Ephraim ; Mitra, Sovan ; Jokung Nguena, Octave |
Published in: |
International Journal of Financial Markets and Derivatives : IJFMD. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 2545128-5. - Vol. 7.2019, 1, p. 15-39
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Subject: | credit risk | real options | too big to fail | financial crisis | hedging | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk | Hedging | Realoptionsansatz | Real options analysis | Bankenkrise | Banking crisis | Basler Akkord | Basel Accord | Risikomanagement | Risk management | Bankrisiko | Bank risk | Bankenregulierung | Bank regulation |
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