Christian Brownlees - Central Bank Research Hub

Papers by year: All | 2017 | 2016

Title Other author(s)

SRISK: a conditional capital shortfall measure of systemic risk

European Systemic Risk Board Working papers [View] (Paper: WP37, 10.03.2017)

JEL: C22, C23, C53, G01, G20

Credit risk interconnectedness: what does the market really know?

Deutsche Bundesbank Discussion Papers [View] (Paper: 09/2016, 22.04.2016)

JEL: C33, C53, E44, F36, G12, G14, G18, G21

Papers by year: All | 2017 | 2016