Using Market Information for Banking System Risk Assessment
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- Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Using Market Information for Banking System Risk Assessment," International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
References listed on IDEAS
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More about this item
KeywordsSystemic Risk; Financial Stability; Stress Testing; Interbank Market;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-11-25 (All new papers)
- NEP-BAN-2006-11-25 (Banking)
- NEP-RMG-2006-11-25 (Risk Management)
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