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A framework for assessing the systemic risk of major financial institutions
Journal of Banking & Finance · 2009 · Vol. 33(11) · pp. 2036–2049
Credit Risk and Financial RegulationsInsurance and Financial Risk ManagementBanking stability, regulation, efficiencySystemic riskMacroStress testFinancial distressStress testing (software)Equity (law)EconomicsBusinessActuarial scienceFinancial crisis
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References
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
The Journal of Finance · 1974 · 11,005 citations
Modeling and Forecasting Realized Volatility
Econometrica · 2003 · 3,900 citations
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates
The Journal of Finance · 1974 · 2,806 citations
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