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In this study, we identifie a small number of indicators of macro-prudential supervision important to monitoring of the banking’s system. We use the theory of Markov stochastic processes to measure the systemic risk of CEMAC by calculating the degr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::fa0759da44cb4e6276b1d65fe7de66c5
https://mpra.ub.uni-muenchen.de/25632/1/MPRA_paper_25632.pdf
https://mpra.ub.uni-muenchen.de/25632/1/MPRA_paper_25632.pdf
