• Granular credit risk 

      Galaasen, Sigurd; Jamilov, Rustam; Rey, Hélène; Juelsrud, Ragnar (Working Paper;15/2020, Working paper, 2020)
      What is the impact of granular credit risk on banks and on the economy? We provide the first causal identification of single-name counterparty exposure risk in bank portfolios by applying a new empirical approach on an ...