Angelika Sachs - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2010

Title Other author(s)

Contagion in the Interbank Market with Stochastic Loss Given Default

IJCB International Journal of Central Banking [View] (Paper: 12q3a5, 28.09.2012)

Contagion in the interbank market and its determinants

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/17, 10.02.2012)

Contagion at the interbank market with stochastic LGD

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2011/06, 18.04.2011)

Completeness, interconnectedness and distribution of interbank exposures – a parameterized analysis of the stability of financial networks

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2010/08, 15.10.2010)

Papers by year: All | 2012 | 2011 | 2010