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~subject:"Bank risk"
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Bank risk
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Risk assessment for banking systems
Elsinger, Helmut
-
2002
Persistent link: https://www.econbiz.de/10013436793
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2
Banking regulation and systemic risk
Summer, Martin
- In:
Open economies review
14
(
2003
)
1
,
pp. 43-70
Persistent link: https://www.econbiz.de/10001730105
Saved in:
3
Quantitative modeling of systemic risk in a globalized banking system : methodological challenges
Summer, Martin
- In:
Globalization and systemic risk
,
(pp. 275-290)
.
2008
Persistent link: https://www.econbiz.de/10003817450
Saved in:
4
Banking regulation and systemic risk
Summer, Martin
-
2002
Persistent link: https://www.econbiz.de/10013436786
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5
Leverage-induced systemic risk under Basle II and other credit risk policies
Poledna, Sebastian
;
Thurner, Stefan
;
Farmer, J. Doyne
; …
- In:
Journal of banking & finance
42
(
2014
),
pp. 199-212
Persistent link: https://www.econbiz.de/10010408397
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6
Systemic risk management in financial networks with credit default swaps
Leduc, Matt V.
;
Poledna, Sebastian
;
Thurner, Stefan
- In:
The journal of network theory in finance
3
(
2017
)
3
,
pp. 19-39
Persistent link: https://www.econbiz.de/10011879064
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7
Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes
Poledna, Sebastian
;
Bochmann, Olaf
;
Thurner, Stefan
- In:
Journal of economic dynamics & control
77
(
2017
),
pp. 230-246
Persistent link: https://www.econbiz.de/10011817470
Saved in:
8
Quantification of systemic risk from overlapping portfolios in the financial system
Poledna, Sebastian
;
Martínez-Jaramillo, Serafín
; …
- In:
Journal of financial stability
52
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012745454
Saved in:
9
What is the minimal systemic risk in financial exposure networks?
Diem, Christian
;
Pichler, Anton
;
Thurner, Stefan
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012503232
Saved in:
10
Stress test robustness : recent advances and open problems
Breuer, Thomas
;
Summer, Martin
- In:
Financial stability report
25
(
2013
),
pp. 74-86
Persistent link: https://www.econbiz.de/10010356052
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