Open AccessAssessing the Systemic Risk of a Heterogeneous Portfolio of Banks During the Recent Financial Crisis
Author(s) -
Xin Huang,
Hao Zhou,
Hao Zhu
Publication year - 2009
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2009.44
Subject(s) - systemic risk , financial crisis , portfolio , spillover effect , too big to fail , business , market liquidity , financial system , economics , capital requirement , monetary economics , actuarial science , finance , macroeconomics , microeconomics , incentive