Some systemic risk indicators
Year of publication: |
2023
|
---|---|
Authors: | El Qalli, Yassine ; Said, Khalil |
Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 9.2023, 2/4, p. 39-56
|
Subject: | Systemic risk | risk measures | capital allocation | Shapley method | Euler method | VaR | TVaR | expectiles | copulas | Theorie | Theory | Risikomaß | Risk measure | Systemrisiko | Messung | Measurement | Multivariate Verteilung | Multivariate distribution | Finanzdienstleistung | Financial services | Risiko | Risk | Risikomanagement | Risk management |
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