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23-029/IV - Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector

  • Authors
    Daniel Dimitrov, DNB; Sweder van Wijnbergen, University of Amsterdam
  • Publication date
    May 18, 2023
  • Keywords
    systemic risk, CDS rates, implied market measures, financial institutions, fat tails, O-SII buffers
  • JEL
    G01, G20, G18, G38
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