Systemic Risk Modeling : How Theory Can Meet Statistics /
We propose a framework to link empirical models of systemic risk to theoretical network/ general equilibrium models used to understand the channels of transmission of systemic risk. The theoretical model allows for systemic risk due to interbank counterparty risk, common asset exposures/fire sales,...
| Autor principal: | |
|---|---|
| Otros Autores: | , |
| Formato: | Revista |
| Lenguaje: | English |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
2020.
|
| Colección: | IMF Working Papers; Working Paper ;
No. 2020/054 |
| Acceso en línea: | Full text available on IMF |