Contagion accounting in stress-testing
Iñaki Aldasoro, Anne-Caroline Hüser, Christoffer Kok
Year of publication: |
2022
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Authors: | Aldasoro, Iñaki ; Hüser, Anne-Caroline ; Kok Sørensen, Christoffer |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 137.2022, p. 1-21
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Subject: | Contagion | Fire sales | Interbank networks | Overlapping portfolios | Stress-testing | Bankenaufsicht | Banking supervision | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Finanzsystem | Financial system | Theorie | Theory | Interbankenmarkt | Interbank market | Bankgeschäft | Banking services | Zentralbank | Central bank | Unternehmensnetzwerk | Business network | Bankenkrise | Banking crisis | Risikomanagement | Risk management |
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