Auflistung nach JEL-Klassifizierung "C16"

Anzeige der Dokumente 1-5 von 5

    • Assessing Systemic Fragility – a Probabilistic Perspective 

      Radev, Deyan (2014-10-01)
      We outline a procedure for consistent estimation of marginal and joint default risk in the euro area financial system. We interpret the latter risk as the intrinsic financial system fragility and derive several systemic ...

    • Bloomberg 

      Unbekannter Autor
      Bloomberg offers a wide range of data on the world's leading public and private companies. Bloomberg database components includes: Stock price data, CDS and bond data, calculated ratios, financial accounts information; ...

    • Datastream 

      Unbekannter Autor
      Historical financial database with over 35 million individual instruments or indicators across all major asset classes, including 8.5 million active economic indicators. It features 70 years of data, across 175 countries ...

    • ECB FSS 

      Unbekannter Autor
      European Central Bank's Financial Stability Surveillance Division (ECB FSS)

    • Systemic Risk and Sovereign Debt in the Euro Area 

      Radev, Deyan (2013-12-13)
      We introduce a new measure of systemic risk, the change in the conditional joint probability of default, which assesses the effects of the interdependence in the financial system on the general default risk of sovereign ...