A Comprehensive Approach for Calculating Banking Sector Risks
We propose a comprehensive approach for the analysis of real economy and government sector risk transmission to the banking system and apply it in ten Euro-Area countries from 2005 to 2017. A flexible methodology is developed to model banks’ assets according to the risk-adjusted balance sheet of the...
| Published in: | International Journal of Financial Studies |
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| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-11-01
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| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7072/8/4/69 |