Yvonne Kreis

Gutenberg University of Mainz

Chair of Banking (GSME)

Chair of Corporate Finance

D-55099 Mainz, 55128

Germany

  • Gutenberg University of Mainz

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Systemic Risk in a Structural Model of Bank Default Linkages

Number of pages: 46 Posted: 06 Dec 2015 Last Revised: 17 May 2017
Yvonne Kreis and Dietmar Leisen
Gutenberg University of Mainz and Johannes Gutenberg University Mainz - Department of Banking
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Abstract:

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default, structural model, systemic risk, macro-prudential regulation