Browsing Economic and Management Sciences by Subject "Contagion"
Now showing items 1-2 of 2
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A comprehensive stress testing model to evaluate systemic contagion and market illiquidity in banks
(2013)This dissertation presents a liquidity stress-testing model for evaluating liquidity and systemic risk in banks from developed and emerging economies respectively. The model further relies on simulations to generate ... -
Measuring the systemic risk in the South African and United States banking sectors
(North-West University (South Africa) , Potchefstroom Campus, 2016)Systemic risk can affect the entire global financial system and may therefore be one of the most important financial risks – yet it remains one of the least understood. The sub-prime crisis in 2008 illustrated how systemic ...