Measuring systemic risk across financial market infrastructures
Year of publication: |
2018
|
---|---|
Authors: | Li, Fuchun ; Perez-Saiz, Hector |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 34.2018, p. 1-11
|
Subject: | Clearing | Credit risk exposure | Extreme value theory | Financial market infrastructure | Financial stability | Settlement | Systemic risk | Systemrisiko | Finanzmarkt | Financial market | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Financial clearing | Welt | World | Zahlungsverkehr | Payment system | Finanzmarktregulierung | Financial market regulation | Risikomanagement | Risk management | Risikomaß | Risk measure |
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