(Simple) ΔCoVaR bounds
Year of publication: |
2023
|
---|---|
Authors: | Mercadier, Mathieu ; Strobel, Frank |
Subject: | probability bounds | risk measure | systemic risk | ΔCoVaR | Systemrisiko | Systemic risk | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Wahrscheinlichkeitsrechnung | Probability theory | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Finanzmarkt | Financial market |
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