Sum, Katarzyna - In: Contemporary economics 10 (2016) 1, pp. 71-82
The latest financial crisis has exposed substantial weaknesses in the bank risk models used by national regulators as … well as the Basel Accords. The study is aimed at presenting the evolution and critique of risk measures and risk models in … banking, with a special focus on the dynamically developing area of systemic risk measures. A discussion of the features of …