THE METHODOLOGY FOR MEASURING FINANCIAL CONTAGION: THE CASE STUDY OF BANK DEFAULT RISK SIMULATION
The paper focuses on the methods used for measuring financial contagion through simulation of the bank default risk viewed as a trigger event. Systemic risk and financial contagion as well as the mechanism which enables system risk implementation are considered taking into account such aspects of fi...
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| Autor principal: | |
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| Formato: | Artigo |
| Idioma: | Russo |
| Publicado em: |
Government of the Russian Federation, Financial University
2017-10-01
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| coleção: | Финансы: теория и практика |
| Assuntos: | |
| Acesso em linha: | https://financetp.fa.ru/jour/article/view/410 |
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