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22-034/VI - Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the Dutch Financial Sector


  • Authors
    Daniel Dimitrov, University of Amsterdam; Sweder van Wijnbegen, University of Amsterdam
  • Publication date
    May 28, 2022
  • Keywords
    systemic risk, CDS rates, implied market measures, financial institutions
  • JEL
    G01, G20, G18, G38