Systemic Contingent Claims Analysis; Estimating Market-Implied Systemic Risk
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Germany; Technical Note on Stress Testing
(2011)
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Measuring Systemic Risk-Adjusted Liquidity (SRL); A Model Approach
Jobst, Andreas, (2012)
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Financial Soundness Indicators; Analytical Aspects and Country Practices
(2002)
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Systemic Contingent Claims Analysis : Estimating Market-Implied Systemic Risk
Jobst, Andreas A., (2013)
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Modelling systemic financial sector and sovereign risk
Gray, Dale, (2011)
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New directions in financial sector and sovereign risk management
Gray, Dale, (2010)
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