Wilhelm-Epstein-Str. 14
Frankfurt/Main, 60431
Germany
Deutsche Bundesbank
global trade slowdown, trade elasticity, global value chains, frictions in global trade, protectionism
oil price dynamics, endogenous bubbles, STR GARCH model
Systemic Credit Risk, Tail Risk, Stress Testing, Microprudential Capital Requirements, Systemic Risk Buffer, O-SII Buffer, Hierarchical Archimedean Copula