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Zhou, Hao Huang, Xin Tarashev, Nikola A. Davis, E. Philip Funke, Michael Mihaylovski, Petar Glindro, Eloisa T. Tientip Subhanij Szeto, Jessica Shim, Ilhyock Packer, Frank Borio, Claudio E. V. Zhang, Benjamin Yibin Fender, Ingo Zhang, Benjamin Yi-Bin Tsatsaronis, Kostas All co-authors risk credit financial market banks systemic capital cds default model spreads prices correlations commercial property portfolio paper policy kreditrisiko banking impact asset kreditderivat evidence return monetary firms measures major based individual crisis transmission lending large index
Composed terms credit risk commercial property credit derivative portfolio credit credit default asset return default swap return correlations portfolio management portfolio selection property prices financial sector real estate price assessing systemic systemic risk major financial financial institutions bank runs cds trading stress testing risk premium banking crisis bank regulation banking supervision house prices realized correlations bank risk credit insurance geldpolitische transmission monetary transmission shadow banking calibration errors financial crisis individual banks banking sector correlation risk institutionelle infrastruktur institutional infrastructure framework assessing risk major monetary policy prices asia measures portfolio loan loss loss provisioning asia pacific bond market impact cds swap cds physical asset risk measure policy transmission parallel shadow default risk evidence credit value risk risk taking pacific economies pricing portfolio credit spreads volatility jump jump risks risks individual individual firms prices bank bank performance testing systemic results suggest cds spreads corporate bond share price transmission china china dsge dsge model banking rate rate control housing finance pricing correlated heterogeneous portfolio sheds light risk based
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Haibin Zhu Alternative spellings: Zhu Haibin Haibin Zhu Biblio: Tätig beim Federal Reserve Board, Washington, DC ; Chief China economist, JP Morgan Chase Bank and a senior economist at the BIS
Affiliations Bank für Internationalen Zahlungsausgleich
Publishing years Series BIS working papers (16) BIS Working Paper (11) Finance and economics discussion series (4) BOFIT discussion papers (1) HKIMR working paper (1) BOFIT Discussion Paper (1) HKIMR Working Paper (1) EFMA 2004 Basel Meetings Paper (1) EFMA 2002 London Meeting, Forthcoming (1) FEDS Discussion Paper (1) 22nd Australasian Finance and Banking Conference 2009 (1) CAREFIN Research Paper (1) Discussion paper / Deutsche Bundesbank (1)