Ending over-lending: assessing systemic risk with debt to cash flow
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Paolo Giudici & Laura Parisi, 2016. "CoRisk: measuring systemic risk through default probability contagion," DEM Working Papers Series 116, University of Pavia, Department of Economics and Management.
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More about this item
Keywordsdebt to cash flow; early-warning indicator; systemic risk; total debt to gross savings;
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G01 - Financial Economics - - General - - - Financial Crises
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-06-05 (All new papers)
- NEP-BAN-2015-06-05 (Banking)
- NEP-RMG-2015-06-05 (Risk Management)
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