Similarity and Clustering of Banks: Application to the Credit Exposures of the Czech Banking Sector
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More about this item
Keywords
Contagion; correlation; financial stability; systemic risk; too-many-to-fail;All these keywords.
JEL classification:
- B12 - Schools of Economic Thought and Methodology - - History of Economic Thought through 1925 - - - Classical (includes Adam Smith)
- B52 - Schools of Economic Thought and Methodology - - Current Heterodox Approaches - - - Historical; Institutional; Evolutionary; Modern Monetary Theory;
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2015-04-02 (Banking)
- NEP-HME-2015-04-02 (Heterodox Microeconomics)
- NEP-RMG-2015-04-02 (Risk Management)
- NEP-TRA-2015-04-02 (Transition Economics)
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