Showing 1 - 10 of 7,652
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
Persistent link: https://www.econbiz.de/10003804977
Persistent link: https://www.econbiz.de/10011457439
Persistent link: https://www.econbiz.de/10001742748
Persistent link: https://www.econbiz.de/10004277444
Persistent link: https://www.econbiz.de/10003511116
Persistent link: https://www.econbiz.de/10000672338
Persistent link: https://www.econbiz.de/10003288034
Persistent link: https://www.econbiz.de/10008809830
Persistent link: https://www.econbiz.de/10003607462