Using Shapley's asymmetric power index to measure banks' contributions to systemic risk
Rodney J. Garratt, Lewis Webber and Matthew Willison
| Year of publication: |
2012
|
|---|---|
| Authors: | Garratt, Rod ; Webber, Lewis ; Willison, Matthew |
| Publisher: |
London : Bank of England |
| Subject: | Shapley value | systemic risk | bank regulation | Systemrisiko | Systemic risk | Shapley-Wert | Bank | Bankrisiko | Bank risk | Bankenregulierung | Bank regulation | Theorie | Theory | Finanzkrise | Financial crisis |
| Extent: | Online-Ressource (398 KB) graph. Darst. |
|---|---|
| Series: | Working papers / Bank of England. - London : [Verlag nicht ermittelbar], ISSN 1368-5562, ZDB-ID 2196320-4. - Vol. 468 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009671764