The validation of different systemic risk measurement models
Hu Wang and Shuyang Jiang
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Hu ; Jiang, Shuyang |
| Subject: | model validation | systemic risk | DebtRank | capital buffer | risk contagion | Systemrisiko | Systemic risk | Bankrisiko | Bank risk | Finanzkrise | Financial crisis | Risiko | Risk | Basler Akkord | Basel Accord | Messung | Measurement | Ansteckungseffekt | Contagion effect | Bankenkrise | Banking crisis | Kreditrisiko | Credit risk | Risikomaß | Risk measure |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2023.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485771