利用金融网络中的银行违约概率评估系统性风险
Evaluating systemic risk using bank default probabilities in financial networks
Journal of Economic Dynamics and Control · 2016
被引 60
ABS 3
- Sergio Rubens Stancato de Souza
- Thiago Christiano Silva 通讯
- Benjamin Miranda Tabak
- Solange Maria Guerra
系统性风险金融网络银行违约概率宏观审慎监管压力测试