Evaluating systemic risk using bank default probabilities in financial networks (Q1656783)
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scientific article; zbMATH DE number 6916457
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| English | Evaluating systemic risk using bank default probabilities in financial networks |
scientific article; zbMATH DE number 6916457 |
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Evaluating systemic risk using bank default probabilities in financial networks (English)
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10 August 2018
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systemic risk
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financial stability
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interbank market
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stress test
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macroprudential
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network
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0.8004835844039917
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0.7980720400810242
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0.7918587923049927
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0.7878866195678711
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0.7778486609458923
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