Transcription of Risk Assessment for Banking Systems
{{id}} {{{paragraph}}}
Example: stock market
Risk Assessment for Banking Systems
Risk Assessment for Banking Systems Helmut Elsinger University of ViennaDepartment of Business StudiesAlfred Lehar University of ViennaDepartment of Business StudiesMartin Summer Oesterreichische NationalbankEconomic Studies Division We have to thank Ralf Dobringer, Bettina Kunz, Franz Partsch and Gerhard Fiam for their helpand support with the collection of data. We thank Michael Boss, Elena Carletti, Michael Crouhy, PhilDavis, Klaus D ullmann, Craig Furfine, Hans Gersbach, Charles Goodhart, Martin, Hellwig, EduardHochreiter, Patricia Jackson, George Kaufman, Elizabeth Klee, Markus Knell, David Llewellyn, TomMayer, Matt Pritsker, Gabriela de Raaij, Olwen Renowden, Isabel Schnabel, Hyun Song Shin, JohannesTurner, Christian Upper, Birgit Wlaschitz, and Andreas Worms for helpful comments. We also thankseminar and conference participants at OeNB, Technical University Vienna, Board of Governors of theFederal Reserve System, the IMF, University of Mannheim, the London School of Economics, the Bank ofEngland, the FSA, the University of Victoria, the University of British Columbia, the 2002 WEA meetings,the 2002 European Economic Association Meetings, the 2002 European Meetings of the EconometricSociety, the 2002 CESifo workshop on Financial Regulation and Financial Stability, the 2003 AmericanFinance Association Meetings, and the 2003 Euro
seminar and conference participants at OeNB, Technical University Vienna, Board of Governors of the Federal Reserve System, the IMF, University of Mannheim, the London School of Economics, the Bank of ... The entire banking system is thus described by an N × N matrix L and a vector e ∈ RN. We denote this system by the pair (L,e).
Loading..
Tags:
Information
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document: