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In Volume 5 of the Annual Review of Financial Economics, we continue focusing on the role of banks and credit in the recent financial crisis with articles on too big to fail, credit-rating agencies, corporate governance for banks, bank leverage and real interest rates, and financial contagion in...
Persistent link: https://www.econbiz.de/10011004683
We provide a survey of 31 quantitative measures of systemic risk in the economics and finance literature, chosen to span key themes and issues in systemic risk measurement and management. We motivate these measures from the supervisory, research, and data perspectives in the main text and...
Persistent link: https://www.econbiz.de/10010604246
Persistent link: https://www.econbiz.de/10008777001