Risk attribution and interconnectedness in the EU via CDS data (Q2033695)
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scientific article; zbMATH DE number 7360548
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk attribution and interconnectedness in the EU via CDS data |
scientific article; zbMATH DE number 7360548 |
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Risk attribution and interconnectedness in the EU via CDS data (English)
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17 June 2021
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credit risk
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Marshall-Olkin distribution
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risk attribution
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credit default swaps
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interconnectedness
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network theory
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stress test
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