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~isPartOf:"Risks : open access journal"
~person:"Cheridito, Patrick"
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~type_genre:"Sammelwerk"
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Measuring and allocating systemic risk
Brunnermeier, Markus Konrad
;
Cheridito, Patrick
- In:
Risks : open access journal
7
(
2019
)
2/46
,
pp. 1-19
allocation principle distributes the total systemic risk among individual
institutions
according to their size-shifted marginal …
Persistent link: https://www.econbiz.de/10012019234
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