Diversification des institutions financières et risque systémique : la prise en compte des risques extrêmes
Alternative title: | Diversification at financial institutions and systemic risk : consideration of extreme tail risks |
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Year of publication: |
mai 2018
|
Authors: | Duport, Noëlle ; Fina, Éric ; Goyeau, Daniel |
Published in: |
Revue économique : revue bimestrielle. - Paris : Presses de Sciences Po, ISSN 0035-2764, ZDB-ID 208690-6. - Vol. 69.2018, 3, p. 477-504
|
Subject: | financial diversification | systemic risk | prudential regulation | regulatory capital |
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