The Systemic Risk of European Banks During the Financial and Sovereign Debt Crises / Najlacnejšie knihy
The Systemic Risk of European Banks During the Financial and Sovereign Debt Crises

Code: 17361353

The Systemic Risk of European Banks During the Financial and Sovereign Debt Crises

by Board of Governors of the Federal Reserv

We propose a hypothetical distress insurance premium (DIP) as a measure of the European banking systemic risk, which integrates the characteristics of bank size, default probability, and interconnectedness. Based on this measure, ... more

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We propose a hypothetical distress insurance premium (DIP) as a measure of the European banking systemic risk, which integrates the characteristics of bank size, default probability, and interconnectedness. Based on this measure, the systemic risk of Europ

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