Measuring and stress-testing market-implied bank capital
Year of publication: |
[2022]
|
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Authors: | Indergand, Martin ; Jondeau, Eric ; Fuster, Andreas |
Publisher: |
Zurich : Swiss National Bank |
Subject: | Banking | Capital | Stress Test | Systemic Risk | Multifactor Model | Bank | Systemrisiko | Systemic risk | Bankrisiko | Bank risk | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Finanzsektor | Financial sector | Stresstest | Stress test | Bankenliquidität | Bank liquidity | Eigenkapital | Equity capital |
Extent: | 1 Online-Ressource (circa 57 Seiten) Illustrationen |
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Series: | SNB working papers. - Zürich : SNB, ISSN 1660-7724, ZDB-ID 2162104-4. - Vol. 2022, 2 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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