Preemptive Strategies for the Assessment and Management of Financial System Risk Levels: An Application to Japan with Implications for Emerging Economies
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DOI: 10.1142/S0219091504000056
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References listed on IDEAS
- Takeo Hoshi & Anil Kashyap, 2000.
"The Japanese Banking Crisis: Where Did It Come From and How Will It End?,"
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- Mr. David Woo & Mr. Akihiro Kanaya, 2000. "The Japanese Banking Crisis of the 1990's: Sources and Lessons," IMF Working Papers 2000/007, International Monetary Fund.
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- Barnhill, Theodore M. & Souto, Marcos Rietti, 2008. "Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations," Discussion Paper Series 2: Banking and Financial Studies 2008,13, Deutsche Bundesbank.
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More about this item
Keywords
Market and credit risks; bank modeling; Japan crisis;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G2 - Financial Economics - - Financial Institutions and Services
- G3 - Financial Economics - - Corporate Finance and Governance
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