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A theoretical and empirical comparison of systemic risk measures
Benoit, Sylvain; Colletaz, Gilbert; Hurlin, Christophe; … - 2013
We derive several popular systemic risk measures in a common framework and show that they can be expressed as transformations of market risk measures (e.g., beta). We also derive conditions under which the different measures lead to similar rankings of systemically important financial...
Persistent link: https://www.econbiz.de/10010497204
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L' avenir des services financiers : actes du colloque organisé les 15 et 16 septembre 1989 par Eurépargne et la Banque Fédérative du Crédit Mutuel
Pflimlin, Etienne (contributor); Lagayette, Philippe (ed.) - 1990
Persistent link: https://www.econbiz.de/10000812360
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Espace financier européen et coopération monétaire
Bempt, Paul van (ed.) - 1989
Persistent link: https://www.econbiz.de/10000770929
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L' Europe des services financiers : colloque du 12 décembre 1986
1987
Persistent link: https://www.econbiz.de/10000771057
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La banque face aux défis de l'avenir
1981
Persistent link: https://www.econbiz.de/10000765606
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L' industrie bancaire en mutation
1985
Persistent link: https://www.econbiz.de/10000765608
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Le secteur des services : quel avenir pour le Luxembourg?
1985
Persistent link: https://www.econbiz.de/10000765609