Acharya, Viral V. (contributor); … - 2002 - [Elektronische Ressource]
systemic risk amongst banks has long been
attributed as the raison d’etre for many aspects of bank regulation. Its causes … the robustness of the model to extensions and
the incorporation of bank regulation. Section 11 concludes. Throughout the …(pi2(c)) = Pr(R1,R0,R0) (R1 −rss1 )+ + Pr(R1,R0,0) (R1 −rsf1 )+ (5.1)
where x+ = max(x,0). Furthermore, we obtain
Pr(R1,R0 …