Systemically important financial institutions and drivers of systemic risk : evidence from India
Year of publication: |
2023
|
---|---|
Authors: | Narayan, Shivani ; Kumar, Dilip ; Bouri, Elie |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 82.2023, p. 1-25
|
Subject: | Component expected shortfall (CES) | Marginal expected shortfall (MES) | SRISK | Systemic risk | Systemically important financial institutions (SIFI) | Systemrisiko | Risikomaß | Risk measure | Indien | India | Bankrisiko | Bank risk | Finanzsektor | Financial sector | Finanzkrise | Financial crisis | Welt | World |
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