Search Results - subject:"systemic expected shortfall"

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Impact of systemic risk regulation on optimal policies and asset prices

Bernard, Carole; Cui, Xuecan - In: Journal of banking & finance 154 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014491945

Macroprudential policy to manage systemic risk deriving from financial institutions in Mongolia

Natsagdorj, Narantuya - In: Challenges in Fiscal and Monetary Policies in Mongolia, (pp. 147-180). 2023

Persistent link: https://www.econbiz.de/10014228190

Market-implied systemic risk and shadow capital adequacy

Chatterjee, Somnath; Jobst, Andreas A. - 2019

Persistent link: https://www.econbiz.de/10012202397

Financial companies' failures : early warning information from systematic and systemic risk measures

Cipollini, Fabrizio; Giannozzi, Alessandro; Menchetti, … - In: The quarterly journal of finance 8 (2018) 4, pp. 1-20

Persistent link: https://www.econbiz.de/10011922064

Systemic Risk Analysis of Turkish Financial Institutions with Systemic Expected Shortfall

Talasli, Irem - Türkiye Cumhuriyet Merkez Bankası - 2013

–2001 banking sector crisis and 2007–2009 global financial crisis in order to investigate applicability of systemic expected … shortfall (SES) measure introduced by Acharya et al. (2010). SES is assumed to measure contribution of each institution to …

Persistent link: https://www.econbiz.de/10010941479

Systemic risk analysis of Turkish financial institutions with systemic expected shortfall

Talaslı, İrem - In: Central Bank review / The Central Bank of the Republic … 13 (2013), pp. 25-40

Persistent link: https://www.econbiz.de/10010340980

Systemic Risk Analysis of Turkish Financial Institutions with Systemic Expected Shortfall

Talasli, Irem - In: Central Bank Review 13 (2013) Special Issue on Systemic Risk, pp. 25-40

Persistent link: https://www.econbiz.de/10010941566