Banking System Stability. A Cross-Atlantic Perspective
Published Date
Copyright 2006
ISBN 9780226092850
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Copy CitationPhilipp Hartmann, Stefan Straetmans, and Casper de Vries, The Risks of Financial Institutions (University of Chicago Press, 2007), chap. 4, https://www.nber.org/books-and-chapters/risks-financial-institutions/banking-system-stability-cross-atlantic-perspective.
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Published From Paper
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Working Paper
This paper derives indicators of the severity and structure of banking system risk from asymptotic interdependencies...