Scenario-free analysis of financial stability with interacting contagion channels
Year of publication: |
2023
|
---|---|
Authors: | Wiersema, Garbrand ; Kleinnijenhuis, Alissa M. ; Wetzer, Thomas ; Farmer, J. Doyne |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 146.2023, p. 1-12
|
Subject: | Financial Contagion | Financial Stability | Interacting Contagion Channels | Multiplex Networks | Solvency-Liquidity Nexus | Stress Test | Systemic Risk | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk | Bankrisiko | Bank risk | Internationaler Finanzmarkt | International financial market | Bankenkrise | Banking crisis | Stresstest | Stress test | Welt | World |
-
The decline of solvency contagion risk
Bardoscia, Marco, (2017)
-
Models of financial stability and their application in stress tests
Aymanns, Christoph, (2017)
-
Stress tests as a systemic risk assessment tool
Demekas, Dimitri G., (2017)
- More ...
-
Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels
Wiersema, Garbrand, (2020)
-
Stress Testing the Financial Macrocosm
Farmer, J. Doyne, (2021)
-
Handbook of financial stress testing
Farmer, J. Doyne, (2022)
- More ...