Joint Research Center / Lehman Brothers / OTC markets / ESRB CDS Expert Group / /
Country
Italia / Greece / /
Currency
USD / EUR / / /
Facility
Tilburg University / /
IndustryTerm
bank fails / bank / interbank networks / bank level / /
Organization
ESRB Advisory Scientific Committee / Banque de France / European Financial Management Association / MaRs Secretariat / Center for Monetary and Financial Studies / European Systemic Risk Board / European Central Bank / Tilburg University / European Union / International French Finance Association / Czech National Bank / CEQURA / Katholieke Universiteit Leuven / FDIC / Deutsche Bundesbank / French Economic Association / European Banking Authority / Financial Engineering and Banking Society / INFINITI / European Commission Joint Research Center / /
Person
Laurent Clerc / Paolo Angelini / Javier Suarez / Bernd Schwaab / Gerhard Rünstler / Martin Hellwig / Oreste Tristani / Markus Brunnermeier / Philippe Martin / Carsten Detken / Philipp Hartmann / Hans Degryse / Ai / Martin Scheicher / Simone Manganelli / Marco Pagano / Katerina Šmídková / Guillaume Vuillemey / / /
Position
author / stress test model for the CDS market / corresponding author / /
Wo r k i n g Pa p e r S e r i e S NO[removed]o c t o b e r 2013 Disentangling the Bond-CDS Nexus A Stress Test Model