Stress testing the resilience of financial networks
Hamed Amini, Rama Cont and Andreea Minca
| Year of publication: |
2012
|
|---|---|
| Authors: | Amini, Hamed ; Cont, Rama ; Minca, Andreea |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 15.2012, 1, p. 1-20
|
| Subject: | Systemic risk | random graphs | stress test | default risk | macro-prudential regulation | Kreditrisiko | Credit risk | Systemrisiko | Stresstest | Stress test | Risikomanagement | Risk management | Bankrisiko | Bank risk | Finanzkrise | Financial crisis | Risikomaß | Risk measure | Finanzsektor | Financial sector | Bankenaufsicht | Banking supervision | Finanzmarktregulierung | Financial market regulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009562144