Wilhelm-Epstein-Str. 14
Frankfurt/Main, 60431
Germany
Deutsche Bundesbank
Spatial Autoregression, interbank connections, bank risk
Systemic liquidity risk, market liquidity, funding liquidity, contagion, fire sales
Reduced Form Models, Rating Transitions, Markov Property, Internal Rating Systems, Time Homogeneity, Matrix Norms
contagion, systemic risk, macroprudential policy, policy evaluation, interconnectedness
Minimum capital requirements, regulatory capital, capital buffer, cyclical lending, pro-cyclicality
submodular function, polymatroid, base polytope, core, poset
Central Bank Digital Currency, Digital Euro, Holding Limit, Liquidity, Funding Costs, financial stability
