Pitfalls in the use of systemic risk measures
Year of publication: |
February 2018
|
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Authors: | Löffler, Gunter ; Raupach, Peter |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 53.2018, 1, p. 269-298
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Subject: | Systemic Risk | CoVaR | Marginal Expected Shortfall | Tail Risk | Risikomaß | Risk measure | Systemrisiko | Systemic risk | Finanzdienstleistung | Financial services | Finanzkrise | Financial crisis | Messung | Measurement | Risikomanagement | Risk management |
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