S&P

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Metadata

Zusammenfassung

S&P Global Ratings (previously Standard & Poor’s) is an American credit rating agency (CRA) and a division of S&P Global that publishes financial research and analysis on stocks, bonds, and commodities.

Forschungsbereich

Systemic Risk Lab
Financial Markets
Macro Finance
Financial Intermediation

Schlagworte

cds, sovereign risk, systemic risk, jumps, feedback, hawkes processes, mutually exciting processes, impulse-response, banks, financial crisis, financial stability, disclosure, loan loss accounting, expected credit losses, incurred loss model, prudential filter, fair valueaccounting

JEL-Klassifizierung

C13, G12, G21, G22, G28, G32, G38, K22, M41, M42, M48

Working Paper Referenzen

Mutual Excitation in Eurozone Sovereign CDS
Accounting for Financial Stability: Lessons from the Financial Crisis and Future Challenges

Thema

Fiscal Stability
Financial Markets
Stability and Regulation

Publikationstyp

Research Data

Link zur Publikation

https://fif.hebis.de/xmlui/handle/123456789/1486

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