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