Liquidity and Equity Short term fragility: Stress-tests for the European banking system
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- Guillaume Arnould & Catherine Bruneau & Zhun Peng, 2015. "Liquidity and Equity Short term fragility: Stress-tests for the European banking system," Documents de travail du Centre d'Economie de la Sorbonne 15090, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Guillaume Arnould & Catherine Bruneau & Zhun Peng, 2015. "Liquidity and Equity Short term fragility: Stress-tests for the European banking system," Post-Print halshs-01254729, HAL.
References listed on IDEAS
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More about this item
Keywords
Stress-test; Financial Stability; Extreme Risks; Bank Balance Sheet; Systemic Risk; Copula; Risk factors; Stress-tests; stabilité financière; risques extrêmes; bilans bancaires; risque systémique; copules; facteurs de risque;All these keywords.
JEL classification:
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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