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May 18, 2013

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Subject/Keyword: co-exceedance

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1. Title: Contagion Risk in the International Banking System and Implications for London as a Global Financial Center   Author/Editor: Chan-Lau, Jorge A. ; Mitra, Srobona ; Ong, Li L.   Series: Working Paper No. 07/74   Published: April 01, 2007   Subject(s): Bank soundness | International banking | Economic models | United Kingdom   Author's Keyword(s): Bank soundness | co-exceedance | contagion risk | distance-to-default | extreme value theory | LOGIT

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