{"entities":{"Q2077752":{"pageid":2088494,"ns":120,"title":"Item:Q2077752","lastrevid":78468821,"modified":"2026-05-06T11:40:05Z","type":"item","id":"Q2077752","labels":{"en":{"language":"en","value":"Measuring systemic risk. A probabilistic perspective"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7477914"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2077752$57F61B96-8D8E-4940-8912-A2D92CB6AB66","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"1186af49c94797e995cb2f07f0547ccfa7f3c408","datavalue":{"value":{"text":"Measuring systemic risk. A probabilistic perspective","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2077752$D90DA57A-D3EA-420B-9C78-CCA5AABD0973","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"86d09459aecfa0dd910bb3deb2a2e09c4a5dc5d4","datavalue":{"value":"1501.91004","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2077752$EBF7A019-653B-4903-9B52-5806C338878A","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"2764909dfd3b43de06a6ce85dfe6ef9380901c59","datavalue":{"value":"10.1007/978-3-030-94281-6","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2077752$BD8D63FB-B000-4C7F-9C14-D54515BCE8E6","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"fdf4d60c1f7f2891b52d26a9db4635d16c92c77c","datavalue":{"value":{"entity-type":"item","numeric-id":2077751,"id":"Q2077751"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2077752$79359817-5222-4963-87C7-D32773871E08","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"d9973ec4b584c7f1af5f07b362e19a234e561fde","datavalue":{"value":{"entity-type":"item","numeric-id":287487,"id":"Q287487"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2077752$50638A49-5489-418B-8E84-E85BDF332145","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"a6a821ce92c1a1951baa0d6423107260909f113e","datavalue":{"value":{"time":"+2022-02-21T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2077752$BF58B0F4-7CD0-49BB-8461-2F32AD720922","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"502b46ab124f4d6871573f2c4958b965ceab6215","datavalue":{"value":"The book is oriented rather on practitioners than mathematicians. It provides a new way of measuring systemic risk contributions -- not in terms of historical losses but in terms of conditional probabilities of default, which are estimated on the base of credit default swaps (CDS) quotations. The special attention is paid to the relation between the risk of default of sovereigns and the risk of default of banking institutions.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2077752$7C84F153-D179-4BFA-B4D2-3867EFAF90A3","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"91cd70b60a797ea13b1322a88cf2e23778c7cf38","datavalue":{"value":{"entity-type":"item","numeric-id":177327,"id":"Q177327"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2077752$C9FD69CF-D8F2-45EB-A964-05BF3EE31BC6","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"dccdbd0e62d4e76222cc72ffd93ed1b71c389e37","datavalue":{"value":"91-02","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2077752$544CCAD9-B8F7-4681-8475-3B003C8B7F0B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"841ed547daa93ef6ca4e35ecba81e4c51661b018","datavalue":{"value":"91G45","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2077752$3612F380-9258-4818-B1BC-CD52B5587340","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2077752$88BB485D-E015-4F76-A2C1-9441D3B6D61C","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"78baf7441268669424011f03b82a1d2498df03d7","datavalue":{"value":"7477914","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2077752$7963F361-DD1E-47BB-8780-497D33249D96","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6c82e3ac572bf3a119ce9e581fdf25656f9676fc","datavalue":{"value":"financial risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q2077752$1B586F5D-4943-4597-8E38-489AAF1E93BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"adc8947ebe18c43f471cd29045d61f3b719b0d5e","datavalue":{"value":"systemic risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q2077752$D2855C9E-6582-4467-AF70-708B1BA583FC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"982edb3820a46d51e8e606dadd937bf7d88064f0","datavalue":{"value":"probability of default","type":"string"},"datatype":"string"},"type":"statement","id":"Q2077752$02B934E0-EA55-4177-BBC8-522A82A2B6E6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"00e2426de6ba6fd7240cf82210e20ad45c34f127","datavalue":{"value":"CDS","type":"string"},"datatype":"string"},"type":"statement","id":"Q2077752$53D62C4F-E9DA-48C0-82FA-5830DB59D098","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2077752$B3CEDB05-7A7D-40A7-AC5D-09AFF8DACF2C","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"44d4bc3dbfdf58b26ab7cc61291a41a97673b474","datavalue":{"value":"https://doi.org/10.1007/978-3-030-94281-6","type":"string"},"datatype":"url"},"type":"statement","id":"Q2077752$8CFE3E5A-5F62-475B-AEE5-8E3A65BB57CC","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"29dd05249f115e9552c78e9233672736d4a0dbd1","datavalue":{"value":"W4210282940","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2077752$FCC7C6AB-CCDA-4E28-9716-44F08E709C96","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fa88711d41b34463160469c08820e43a06793482","datavalue":{"value":{"entity-type":"item","numeric-id":4607047,"id":"Q4607047"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"44d6476d79a9dfb0a1ad73510599fd902a4f3cfb","datavalue":{"value":{"amount":"+0.7861971259117126","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2077752$77BA7361-E5AC-4B97-B059-DEC122875245","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c91cc6dac6869804e1a9c2ba8cd2a2cb5460de04","datavalue":{"value":{"entity-type":"item","numeric-id":4555099,"id":"Q4555099"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"251bd7c2d851127a7823845d01222163f3b5de33","datavalue":{"value":{"amount":"+0.7660616636276245","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2077752$66DB71B8-3F1A-4D8C-BA34-A5355C08FBA8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"96455cb893d7786059f3fdc5aa569d57b0122bc3","datavalue":{"value":{"entity-type":"item","numeric-id":5240112,"id":"Q5240112"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b1c148106bdf8a91299e402d45a4e25246a1e547","datavalue":{"value":{"amount":"+0.7603079080581665","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2077752$201663A7-CE08-4086-93D0-0BFB302EB97E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fb73bf768bdc0a7d1b2d285f59faab0793fdd643","datavalue":{"value":{"entity-type":"item","numeric-id":1618913,"id":"Q1618913"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c12d659fb6867f6e072fb1a624411cfc6df45ab4","datavalue":{"value":{"amount":"+0.759806215763092","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2077752$D58F7D8E-684E-43DD-9B93-3700CED225C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4b6b18bd16ec48503574e1b12d53769318ecafec","datavalue":{"value":{"entity-type":"item","numeric-id":5402787,"id":"Q5402787"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a4749705b122ff0b9afdf9b46bd1e6a9f3fff13b","datavalue":{"value":{"amount":"+0.7560919523239136","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2077752$6ACB4A50-BBFE-43D0-BD68-7D6D1BAF158C","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Measuring systemic risk. A probabilistic perspective","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Measuring_systemic_risk._A_probabilistic_perspective"}}}}}