Towards the systematic measurement of systemic risk
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Bibliographic InfoPaper provided by Federal Reserve Bank of Atlanta in its series Working Paper with number 93-14.
Date of creation: 1993
Date of revision:
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- Charles M. Kahn & William Roberds, 1995. "On the efficiency of cash settlement," Working Paper 95-11, Federal Reserve Bank of Atlanta.
- Suh, Sangwon, 2012. "Measuring systemic risk: A factor-augmented correlated default approach," Journal of Financial Intermediation, Elsevier, vol. 21(2), pages 341-358.
- William R. Emmons, 1995. "Interbank netting agreement and the distribution of bank default risk," Working Papers 1995-016, Federal Reserve Bank of St. Louis.
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