• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Behavioral Macro and Complexity
      • Econometrics and Data Science Methods for Business and Economics and Finance
      • Inequalities in Health and Healthcare
      • Introduction in Genome-Wide Data Analysis
      • Research on Productivity, Trade, and Growth
      • Summer School Business Data Science Program
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
  • Summer School
  • Alumni
  • Times

22-034/VI - Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the Dutch Financial Sector


  • Authors
    Daniel Dimitrov, University of Amsterdam; Sweder van Wijnbegen, University of Amsterdam
  • Publication date
    May 28, 2022
  • Keywords
    systemic risk, CDS rates, implied market measures, financial institutions
  • JEL
    G01, G20, G18, G38