CoVaR
Year of publication: |
2008
|
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Authors: | Adrian, Tobias ; Brunnermeier, Markus K. |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | Finanzmarkt | Risiko | Messung | Risikomaß | Theorie | Value at risk | systemic risk | adverse feedback loop | endogenous risk | risk spillovers | financial architecture |
Series: | Staff Report ; 348 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 587564059 [GVK] hdl:10419/60863 [Handle] |
Classification: | G10 - General Financial Markets. General ; G18 - Government Policy and Regulation ; G20 - Financial Institutions and Services. General |
Source: |
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Adrian, Tobias, (2008)
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A sensitivities based CoVaR approach to asset commonality and its application to SSM banks
Del Vecchio, Leonardo, (2022)
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Crousillat, Cesar, (2016)
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Risk Topography : Systemic Risk and Macro Modeling
Acharya, Viral V., (2014)
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Adrian, Tobias, (2008)
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Brunnermeier, Markus K., (2011)
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