Risk attribution and interconnectedness in the EU via CDS data (Q2033695)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Risk attribution and interconnectedness in the EU via CDS data |
scientific article |
Statements
Risk attribution and interconnectedness in the EU via CDS data (English)
0 references
17 June 2021
0 references
credit risk
0 references
Marshall-Olkin distribution
0 references
risk attribution
0 references
credit default swaps
0 references
interconnectedness
0 references
network theory
0 references
stress test
0 references
0 references
0 references
0 references