Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Frankfurt am Main
Dt. Bundesbank
2008
|
| Series: | Discussion paper / Deutsche Bundesbank : Series 2, Banking and Financial Studies
2008,13 |
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | Zsfassung in dt. und engl. Sprache. - Online-Ausg. im Internet |
| Physical Description: | 63 S. graph. Darst. |
| ISBN: | 9783865584168 9783865584175 |
Staff View
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Record in the Search Index
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| genre_facet | Konferenzschrift |
| geographic | Berlin <2007> swd Brasilien swd |
| geographic_facet | Berlin <2007> Brasilien |
| id | DE-604.BV023355631 |
| illustrated | Illustrated |
| index_date | 2024-07-02T21:06:52Z |
| indexdate | 2024-07-09T21:16:42Z |
| institution | BVB |
| isbn | 9783865584168 9783865584175 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016539180 |
| oclc_num | 239514874 |
| open_access_boolean | 1 |
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| physical | 63 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Deutsche Bundesbank : Series 2, Banking and Financial Studies |
| spelling | Barnhill, Theodore M. Verfasser aut Systemic bank risk in Brazil an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations Theodore M. Barnhill ; Marcos Rietti Souto Frankfurt am Main Dt. Bundesbank 2008 63 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Deutsche Bundesbank : Series 2, Banking and Financial Studies 2008,13 Zsfassung in dt. und engl. Sprache. - Online-Ausg. im Internet Bank swd Kreditrisiko swd Marktrisiko swd Berlin <2007> swd Brasilien swd (DE-588)1071861417 Konferenzschrift gnd-content Rietti Souto, Marcos Verfasser aut Deutsche Bundesbank Discussion paper Series 2, Banking and Financial Studies ; 2008,13 (DE-604)BV017940023 2008,13 http://hdl.handle.net/10419/19790 Verlag kostenfrei Volltext |
| spellingShingle | Barnhill, Theodore M. Rietti Souto, Marcos Systemic bank risk in Brazil an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations Bank swd Kreditrisiko swd Marktrisiko swd |
| subject_GND | (DE-588)1071861417 |
| title | Systemic bank risk in Brazil an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations |
| title_auth | Systemic bank risk in Brazil an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations |
| title_exact_search | Systemic bank risk in Brazil an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations |
| title_exact_search_txtP | Systemic bank risk in Brazil an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations |
| title_full | Systemic bank risk in Brazil an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations Theodore M. Barnhill ; Marcos Rietti Souto |
| title_fullStr | Systemic bank risk in Brazil an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations Theodore M. Barnhill ; Marcos Rietti Souto |
| title_full_unstemmed | Systemic bank risk in Brazil an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations Theodore M. Barnhill ; Marcos Rietti Souto |
| title_short | Systemic bank risk in Brazil |
| title_sort | systemic bank risk in brazil an assessment of correlated market credit sovereign and inter bank risk in an environment with stochastic volatilities and correlations |
| title_sub | an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations |
| topic | Bank swd Kreditrisiko swd Marktrisiko swd |
| topic_facet | Bank Kreditrisiko Marktrisiko Berlin <2007> Brasilien Konferenzschrift |
| url | http://hdl.handle.net/10419/19790 |
| volume_link | (DE-604)BV017940023 |
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