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Market-implied systemic risk and shadow capital adequacy. (2019). Jobst, Andreas ; Chatterjee, Somnath.
In: Bank of England working papers.
RePEc:boe:boeewp:0823.

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  1. Measuring Systemic Risk in South African Banks. (2021). Sing, Marea ; Chatterjee, Somnath .
    In: Working Papers.
    RePEc:rbz:wpaper:11004.

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  2. Sovereign Risk in Macroprudential Solvency Stress Testing. (2019). Oura, Hiroko ; Jobst, Andreas A.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/266.

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    In: Working Papers.
    RePEc:stz:wpaper:eth-rc-11-006.

    Full description at Econpapers || Download paper

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