Using Market Information for Banking System Risk Assessment
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- Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Using Market Information for Banking System Risk Assessment," International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
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More about this item
Keywords
Systemic Risk; Financial Stability; Stress Testing; Interbank Market;All these keywords.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2006-11-25 (Banking)
- NEP-RMG-2006-11-25 (Risk Management)
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