| Title | Author(s) | |
|---|---|---|
Bank regulation and stability: an examination of the Basel market risk frameworkPaper: 2012/09, 23.04.2012 |
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Does it pay to have friends? Social ties and executive appointments in bankingPaper: 2011/18, 13.02.2012 |
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Contagion in the interbank market and its determinantsPaper: 2011/17, 10.02.2012 |
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A hierarchical model of tail dependent asset returns for assessing portfolio credit riskPaper: 2011/16, 07.02.2012 |
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Credit contagion between financial systemsPaper: 2011/15, 31.01.2012 |