An Application of Contingent Claim Analysis to the Portuguese Banking System
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- Carmelo Salleo & Alberto Grassi & Constantinos Kyriakopoulos, 2020. "A Comprehensive Approach for Calculating Banking Sector Risks," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 8(4), pages 1-21, November.
- Martín Saldías, 2012. "Systemic risk analysis and option-based theory and information," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
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