Contagion at the interbank market with stochastic LGD
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More about this item
Keywordsinterbank market; contagion; stochastic LGD;
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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