Quantifying systemic risk in Morocco’s banking system using Euler indicators and extreme dependence
Year of publication: |
2023
|
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Authors: | Said, Khalil ; Qalli, Yassine EL ; Fadlallah, Abdellali |
Published in: |
Cogent Business & Management. - ISSN 2331-1975. - Vol. 10.2023, 3, p. 1-19
|
Publisher: |
Abingdon : Taylor & Francis |
Subject: | Copulas | Euler Method | extreme dependence | risk measures | Systemic risk |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1080/23311975.2023.2278256 [DOI] 1885032935 [GVK] RePEc:taf:oabmxx:v:10:y:2023:i:3:p:2278256 [RePEc] |
Classification: | C02 - Mathematical Methods ; G01 - Financial Crises ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Quantifying systemic risk in Morocco's banking system using Euler indicators and extreme dependence
Said, Khalil, (2023)
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El Qalli, Yassine, (2023)
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Models of financial stability and their application in stress tests
Aymanns, Christoph, (2017)
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Quantifying systemic risk in Morocco's banking system using Euler indicators and extreme dependence
Said, Khalil, (2023)
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El Qalli, Yassine, (2023)
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Boumahdi, Ilyes, (2021)
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