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Importance of the Contingent Claims Analysis in Detecting Banking Risks: Evidence from the Greek Bank Crisis Cover

Importance of the Contingent Claims Analysis in Detecting Banking Risks: Evidence from the Greek Bank Crisis

Journal of Central Banking Theory and Practice
Volume 12 (2023): Issue 2 (May 2023)
By: Constantinos Kyriakopoulos,  Alexandros Koulis and  Gerasimos Varvounis  
Open Access
|May 2023

Authors

Constantinos Kyriakopoulos

k_kiriak@otenet.gr

Department of Mathematics, National and Kapodistrian University of Athens, Athens, Greece

Alexandros Koulis

akoulis@ionio.gr

Department of Regional Development, Ionian University, Corfu, Greece

Gerasimos Varvounis

gerasimosvarv@gmail.com

Business Mathematics, Interdisciplinary Postgraduate Program, National and Kapodistrian University of Athens, Athens, Greece
DOI: https://doi.org/10.2478/jcbtp-2023-0014 | Journal eISSN: 2336-9205
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Language: English
Page range: 63 - 82
Submitted on: Dec 4, 2021
Accepted on: Jan 19, 2022
Published on: May 24, 2023
Published by: Central Bank of Montenegro
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
Distance-to-Distress,
banking risks,
Contingent Claims Analysis,
Greek crisis
Related subjects:
Business and economics,
Business management,
Business management, other

© 2023 Constantinos Kyriakopoulos, Alexandros Koulis, Gerasimos Varvounis, published by Central Bank of Montenegro
This work is licensed under the Creative Commons Attribution 4.0 License.

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