ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE
Year of publication: |
2013
|
---|---|
Authors: | GOURIEROUX, C. ; MONFORT, A. |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 16.2013, 07, p. 1350041-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Risk measure | allocation | regulation | coherent risk contribution | systemic risk | procyclical effect |
-
Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian, (2013)
-
Systemic risk allocation for systems with a small number of banks
Qin, Xiao, (2013)
-
Systemic risk in financial risk regulation
Cipra, Tomáš, (2017)
- More ...
-
International money and stock market contingent claims
Gourieroux, C., (2010)
-
A General Approach to Serial Correlation
Gourieroux, C., (1985)
-
A General Framework for Testing a Null Hypothesis in a “Mixed” Form
Gourieroux, C., (1989)
- More ...