-
3
-
-
77957239468
-
-
Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations. Discussion Paper Series 2: Banking and Financial Studies 2008, 13, Deutsche Bundesbank, Research Centre.
-
Barnhill, T.M., Souto, M.R., 2008. Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations. Discussion Paper Series 2: Banking and Financial Studies 2008, 13, Deutsche Bundesbank, Research Centre.
-
(2008)
-
-
Barnhill, T.M.1
Souto, M.R.2
-
4
-
-
36148959365
-
Estimating systemic risk in the international financial system
-
ISSN 0304-405X
-
Bartram S.M., Brown G.W., Hund J.E. Estimating systemic risk in the international financial system. Journal of Financial Economics 2007, 86(3):835-869. ISSN 0304-405X. 10.1016/j.jfineco.2006.10.001.
-
(2007)
Journal of Financial Economics
, vol.86
, Issue.3
, pp. 835-869
-
-
Bartram, S.M.1
Brown, G.W.2
Hund, J.E.3
-
5
-
-
77957243993
-
-
An empirical analysis of the network structure of the Austrian interbank market. Oesterreichische Nationalbank Financial Stability Report, June 2004
-
Boss, M., Elsinger, H., Summer, M., Thurner, S., 2004a. An empirical analysis of the network structure of the Austrian interbank market. Oesterreichische Nationalbank Financial Stability Report, June 2004, pp. 77-87.
-
(2004)
, pp. 77-87
-
-
Boss, M.1
Elsinger, H.2
Summer, M.3
Thurner, S.4
-
6
-
-
18444382311
-
The network topology of the interbank market
-
December
-
Boss M., Elsinger H., Summer M., Thurner S. The network topology of the interbank market. Quantitative Finance 2004, 4(December):677-684.
-
(2004)
Quantitative Finance
, vol.4
, pp. 677-684
-
-
Boss, M.1
Elsinger, H.2
Summer, M.3
Thurner, S.4
-
7
-
-
77957230115
-
Systemic risk monitor: a model for systemic risk analysis and stress testing of banking systems
-
June
-
Boss M., Krenn G., Puhr C., Summer M. Systemic risk monitor: a model for systemic risk analysis and stress testing of banking systems. Financial Stability Report 2006, 11(June):83-95.
-
(2006)
Financial Stability Report
, vol.11
, pp. 83-95
-
-
Boss, M.1
Krenn, G.2
Puhr, C.3
Summer, M.4
-
8
-
-
77957225257
-
-
Systemic Risk: a Survey. Discussion Paper 2634, Centre for Economic Policy Research, December 2000.
-
de Bandt, O., Hartmann, P., 2000. Systemic Risk: a Survey. Discussion Paper 2634, Centre for Economic Policy Research, December 2000.
-
(2000)
-
-
de Bandt, O.1
Hartmann, P.2
-
10
-
-
77957232360
-
-
Interbank exposures and contagion: an empirical analysis for the Mexican banking sector. Mimeo, Banco de México, May 2005.
-
Graf, J.P., Guerrero, S., Lopez-Gallo, F., 2005. Interbank exposures and contagion: an empirical analysis for the Mexican banking sector. Mimeo, Banco de México, May 2005.
-
(2005)
-
-
Graf, J.P.1
Guerrero, S.2
Lopez-Gallo, F.3
-
11
-
-
77957231801
-
-
Distancia al incumplimiento y probabilidad de quiebra para bancos mexicanos. Mimeo, Banco de México, January 2006.
-
Gutiérrez-Salas, R., Flores-Ramírez, E., Márquez-Diez-Canedo, J., 2006. Distancia al incumplimiento y probabilidad de quiebra para bancos mexicanos. Mimeo, Banco de México, January 2006.
-
(2006)
-
-
Gutiérrez-Salas, R.1
Flores-Ramírez, E.2
Márquez-Diez-Canedo, J.3
-
12
-
-
0003780715
-
-
Addison-Wesley, Reading, MA
-
Harary F. Graph Theory 1969, Addison-Wesley, Reading, MA.
-
(1969)
Graph Theory
-
-
Harary, F.1
-
13
-
-
0035471557
-
Criticality in a model of banking crises
-
Iori G., Jafarey S. Criticality in a model of banking crises. Physica A 2001, 299:205-212.
-
(2001)
Physica A
, vol.299
, pp. 205-212
-
-
Iori, G.1
Jafarey, S.2
-
14
-
-
77957245502
-
-
Kaufman, G. (Ed.), Banking, Financial Markets, and Systemic Risk, Research in Financial Services, Greenwich/London.
-
Kaufman, G. (Ed.), 1995. Banking, Financial Markets, and Systemic Risk, Research in Financial Services, vol. 7. Greenwich/London.
-
(1995)
, vol.7
-
-
-
15
-
-
23844472283
-
Measuring systemic risk: a risk management approach
-
ISSN 0378-4266
-
Lehar A. Measuring systemic risk: a risk management approach. Journal of Banking Finance 2005, 29(10):2577-2603. ISSN 0378-4266. 10.1016/j.jbankfin.2004.09.007.
-
(2005)
Journal of Banking Finance
, vol.29
, Issue.10
, pp. 2577-2603
-
-
Lehar, A.1
-
16
-
-
77957239739
-
-
A network model of systemic risk: stress testing the financial system. Mimeo, Banco de México, November 2007.
-
Márquez-Diez-Canedo, J., Martínez-Jaramillo, S., 2007. A network model of systemic risk: stress testing the financial system. Mimeo, Banco de México, November 2007.
-
(2007)
-
-
Márquez-Diez-Canedo, J.1
Martínez-Jaramillo, S.2
-
18
-
-
31144446516
-
Interbank credit lines as a channel of contagion
-
February
-
Muller J. Interbank credit lines as a channel of contagion. Journal of Financial Services Research 2006, 29(February):37-60.
-
(2006)
Journal of Financial Services Research
, vol.29
, pp. 37-60
-
-
Muller, J.1
-
19
-
-
77957238188
-
-
Innovations in Financial and Economic Networks, Chapter 1: Financial and Economic Networks: An Overview. Edward Elgar Publishing, 2003
-
Nagurney, A., 2003. Innovations in Financial and Economic Networks, Chapter 1: Financial and Economic Networks: An Overview. Edward Elgar Publishing, 2003, pp. 1-25.
-
(2003)
, pp. 1-25
-
-
Nagurney, A.1
-
20
-
-
34247624619
-
Network models and financial stability
-
June
-
Nier E., Yang J., Yorulmazer T., Alentorn A. Network models and financial stability. Journal of Economic Dynamics & Control 2006, 31(June):2033-2060.
-
(2006)
Journal of Economic Dynamics & Control
, vol.31
, pp. 2033-2060
-
-
Nier, E.1
Yang, J.2
Yorulmazer, T.3
Alentorn, A.4
-
21
-
-
77957226315
-
-
Systemic risk. Duke Law School Legal Studies Paper 163, Duke University, 2008.
-
Schwarcz, S.L., 2008. Systemic risk. Duke Law School Legal Studies Paper 163, Duke University, 2008.
-
(2008)
-
-
Schwarcz, S.L.1
-
23
-
-
77957242013
-
-
Equilibrium Analysis, Banking, Contagion and Financial Fragility, FMG Discussion Papers dp450, Financial Markets Group.
-
Tsomocos, D., 2003. Equilibrium Analysis, Banking, Contagion and Financial Fragility, FMG Discussion Papers dp450, Financial Markets Group.
-
(2003)
-
-
Tsomocos, D.1
-
24
-
-
77957230278
-
-
Using counterfactual simulations to assess the danger of contagion in interbank markets. BIS Working Papers 234, Monetary and Economic Department of the Bank for International Settlements, CH-4002 Basel, Switzerland, August 2007.
-
Upper, C., 2007. Using counterfactual simulations to assess the danger of contagion in interbank markets. BIS Working Papers 234, Monetary and Economic Department of the Bank for International Settlements, CH-4002 Basel, Switzerland, August 2007.
-
(2007)
-
-
Upper, C.1
|