The framework of systemic risk related to contagion, recovery rate and capital requirement in an interbank network
Xuemin Ren, George X. Yuan and Lishang Jiang
| Year of publication: |
2014
|
|---|---|
| Authors: | Ren, Xuemin ; Yuan, George ; Jiang, Lishang |
| Published in: |
Journal of financial engineering. - Hackensack, NJ : World Scientific, ISSN 2345-7686, ZDB-ID 2813048-0. - Vol. 1.2014, 1, p. 1-23
|
| Subject: | Systemic risk | clearing payment vector | contagion | interbank network | recovery rate | capital requirement | financial system | obstacle problem | Systemrisiko | Ansteckungseffekt | Contagion effect | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Interbankenmarkt | Interbank market | Bankenkrise | Banking crisis | Finanzkrise | Financial crisis | Geldmarkt | Money market | Bankrisiko | Bank risk | Unternehmensnetzwerk | Business network |
| 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/10010508121