The validation of different systemic risk measurement models
Year of publication: |
2023
|
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Authors: | Wang, Hu ; Jiang, Shuyang |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9587, ZDB-ID 2395282-9. - Vol. 17.2023, 2, p. 83-97
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Subject: | model validation | systemic risk | DebtRank | capital buffer | risk contagion | Finanzdienstleistung | Financial services | Systemrisiko | Systemic risk | Bankrisiko | Bank risk | Messung | Measurement | Risiko | Risk | Basler Akkord | Basel Accord | Finanzkrise | Financial crisis | Risikomaß | Risk measure | Ansteckungseffekt | Contagion effect |
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