| Title | Other author(s) | |
|---|---|---|
Contagion in the Interbank Market with Stochastic Loss Given DefaultIJCB International Journal of Central Banking [View] (Paper: 12q3a5, 28.09.2012) |
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Contagion in the interbank market and its determinantsDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/17, 10.02.2012) |
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Contagion at the interbank market with stochastic LGDDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/06, 18.04.2011) |
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Completeness, interconnectedness and distribution of interbank exposures – a parameterized analysis of the stability of financial networksDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2010/08, 15.10.2010) |
