Measuring systemic risk in the Colombian financial system : a systemic contingent claims approach
Laura Capera Romero; Esteban Gómez González; Mariana Laverde Quintero; Miguel Ángel Morales Mosquera
| Year of publication: |
2013
|
|---|---|
| Other Persons: | Capera Romero, Laura (contributor) ; Gómez González, Esteban (contributor) ; Laverde Quintero, Mariana (contributor) ; Morales Mosquera, Miguel Ángel (contributor) |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 6.2012/13, 3, p. 253-279
|
| Subject: | contingent claims | systemic risk | macroprudential supervision | Black - Scholes - Meron | copula | Optionspreistheorie | Option pricing theory | Systemrisiko | Systemic risk | Finanzsektor | Financial sector | Finanzkrise | Financial crisis | Bankenaufsicht | Banking supervision | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010197075