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imported>Doug Williamson |
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| ''Risk - systemic risk.''
| | A diagram showing the relation between two quantities. |
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| Risk transmission is the spread of risk from one sector to another, or within a sector.
| | Each observation is represented by a dot or a cross. |
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| :<span style="color:#4B0082">'''''DeFi's channels of risk transmission'''''</span>
| | == See also == |
| | | * [[Chartism]] |
| :"... we model a high-dimensional network of European CDS [Credit Default Swap] spreads to assess the transmission of credit risk
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| to the non-financial corporate sector.
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| :Our findings suggest a sectoral clustering in the CDS network, where financial institutions are located in the center and non-financial as well as sovereign CDS are grouped around the financial center.
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| :The network has a geographical component reflected in differences in the magnitude and direction of real-sector risk transmission across European countries.
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| :While risk transmission to the non-financial sector increases during crisis events, risk transmission within the non-financial sector remains largely unchanged."
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| :''Analyzing credit risk transmission to the non-financial sector in Europe: a network approach - European Systemic Risk Board - Working Paper 78, July 2018.''
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| ==See also== | |
| *[[Contagion]] | |
| *[[Credit default swap]]
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| *[[Credit risk]]
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| *[[European Systemic Risk Board]]
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| *[[Sovereign]]
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| *[[Systemic risk]]
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| [[Category:The_business_context]]
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| [[Category:Identify_and_assess_risks]]
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| [[Category:Manage_risks]]
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| [[Category:Risk_frameworks]]
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| [[Category:Risk_reporting]]
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| [[Category:Financial_products_and_markets]]
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Revision as of 13:13, 20 August 2013
A diagram showing the relation between two quantities.
Each observation is represented by a dot or a cross.
See also
