A framework for assessing the systemic risk of major financial institutions

Journal of Banking and Finance

Volumn 33, Issue 11, 2009, Pages 2036-2049

  Huang, Xin ^a   Zhou, Hao ^b   Zhu, Haibin ^c  

^a UNIVERSITY OF OKLAHOMA   (United States)

^b FEDERAL RESERVE BOARD   (United States)

^c BANK FOR INTERNATIONAL SETTLEMENTS   (Switzerland)

Author keywords

Credit default swap; High frequency data; Portfolio credit risk; Stress testing; Systemic risk

Indexed keywords

EID: 70349188243     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.05.017     Document Type: Article

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