Contagion effect in banking system - measures based on randomised loss scenarios
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References listed on IDEAS
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More about this item
KeywordsContagion; banking system; interbank;
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ACC-2006-12-04 (Accounting & Auditing)
- NEP-ALL-2006-12-04 (All new papers)
- NEP-BAN-2006-12-04 (Banking)
- NEP-BEC-2006-12-04 (Business Economics)
- NEP-RMG-2006-12-04 (Risk Management)
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