Evaluating systemic risk using bank default probabilities in financial networks
type: Item
instance of: scholarly article
title: Evaluating systemic risk using bank default probabilities in financial networks
zbMATH Open document ID: 1401.91220
author: Sergio Rubens Stancato de Souza
author: Thiago Christiano Silva
author: Benjamin Miranda Tabak
author: Solange Maria Guerra
publication date: 2018-08-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6916457
zbMATH Keywords: systemic risk
zbMATH Keywords: financial stability
zbMATH Keywords: interbank market
zbMATH Keywords: stress test
zbMATH Keywords: macroprudential
zbMATH Keywords: network
MaRDI profile type: Publication
full work available at URL: j.jedc.2016.03.003
OpenAlex ID: W2310507296
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DOI: 10.1016/J.JEDC.2016.03.003
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6916457