Latent fragility: conditioning banks' joint probability of default on the financial cycle

Bibliographic Details

Authors and Corporations:	Bochmann, Paul (Author), Hiebert, Paul (Author), Schüler, Yves (Author), Segoviano, Miguel (Author)
Other Authors:	Hiebert, Paul [Author] • Schüler, Yves [Author] • Segoviano, Miguel [Author]
Type of Resource:	E-Book
Language:	English
published:	London Systemic Risk Centre, The London School of Economics and Political Science [2023]
Series:	SRC discussion paper ; no 124 (April 2023)
Subjects:	Systemic Risk Financial Crises Portfolio Credit Risk Multivariate Density Optimization Financial Cycle Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen