Simulation methods to assess the danger of contagion in interbank markets
Year of publication: |
2011
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Authors: | Upper, Christian |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 7.2011, 3, p. 111-125
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Subject: | Contagion | Interbank lending | Domino effects | Systemic risk | Ansteckungseffekt | Contagion effect | Geldmarkt | Money market | Simulation | Finanzkrise | Financial crisis | Systemrisiko | Kreditrisiko | Credit risk | Interbankenmarkt | Interbank market | Bankenliquidität | Bank liquidity | Bankrisiko | Bank risk | Bankenkrise | Banking crisis |
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