SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Bilateral Exposures and Systemic Solvency Risk · Study

PreprintShelves

PreprintBilateral Exposures and Systemic Solvency Risk

Christian Gouriéroux2012

OA

Preprintgreen2012

Bilateral Exposures and Systemic Solvency Risk

Christian Gouriéroux · Jean-Cyprien Héam · Alain Monfort

23 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Banking stability, regulation, efficiency Stochastic processes and financial applications Economic theories and models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 23 citations exist upstream.

References

1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2000Financial Contagion 2001Systemic Risk in Financial Systems 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks 2007Network models and financial stability 2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?2003Interbank Exposures: Quantifying the Risk of Contagion 2010SRISK: A Conditional Capital Shortfall Measure of Systemic Risk

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2012Bilateral exposures and systemic solvency riskarticle · 13 shared references 2015Contagion in Financial Networkspreprint · 12 shared references 2017The Decline of Solvency Contagion Riskpreprint · 12 shared references 2015Too Interconnected to Fail: A Survey of the Interbank Networks Literaturepreprint · 11 shared references 2007Using Counterfactual Simulations to Assess the Danger of Contagion in Interbank Marketspreprint · 10 shared references 2013Financial Contagion and Network Analysisreview · 10 shared references

Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations23

Files0 public / 0

ShelfBanking stability, regulation, efficiency

Identifiers

doi10.2139/ssrn.2192469

openalex_workW1543364801

Links

Imported from OpenAlex (CC0) — nothing here is generated.