Quantifying systemic risk in the presence of unlisted banks : application to the European banking sector
Daniel Dimitrov and Sweder van Wijnbergen
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Dimitrov, Daniel ; Wijnbergen, Sweder van |
| Publisher: |
Amsterdam, The Netherlands : De Nederlandsche Bank NV |
| Subject: | systemic risk | CDS rates | implied market measures | financial institutions | fattails | O-SII buffers | Systemrisiko | Systemic risk | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Bankrisiko | Bank risk | Bank | Finanzkrise | Financial crisis | Finanzsektor | Financial sector | EU-Staaten | EU countries | Bankenliquidität | Bank liquidity |
freely available
| Extent: | 1 Online-Ressource (circa 50 Seiten) Illustrationen |
|---|---|
| Series: | DNB working papers. - Amsterdam : DNB, ZDB-ID 2435220-2. - Vol. no. 768 (March 2023) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014228547