Measuring capital at risk with financial contagion: two-sector model with banks and insurers
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More about this item
Keywords
Credit risk portfolio; systemic risk; financial contagion; financial network; system‑wide stress testing;All these keywords.
JEL classification:
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- L14 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Transactional Relationships; Contracts and Reputation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2024-09-09 (Corporate Finance)
- NEP-FDG-2024-09-09 (Financial Development and Growth)
- NEP-RMG-2024-09-09 (Risk Management)
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