Ranking consistency of systemic risk measures : a simulation-based analysis in a banking network model
Peter Grundke
| Year of publication: |
2019
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|---|---|
| Authors: | Grundke, Peter |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 52.2019, 4, p. 953-990
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| Subject: | Banking network model | Credit risk | Funding risk | Market risk | Systemic risk | Systemrisiko | Kreditrisiko | Risikomaß | Risk measure | Bankrisiko | Bank risk | Risiko | Risk | Theorie | Theory | Bank | Simulation | Risikomanagement | Risk management | Marktrisiko | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-018-0732-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012172866