A new macroprudential tool to assess sources of financial risks : implied-systemic cost of risks
Year of publication: |
2014
|
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Authors: | Conciarelli, Alessandro |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 19.2014, 1, p. 74-88
|
Subject: | Financial stress index | financial stability | systemic risk | tail risk | macroprudential tool | Systemrisiko | Systemic risk | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Finanzmarktaufsicht | Financial supervision | Risiko | Risk | Risikomanagement | Risk management | Finanzrisiko | Financial risk | Finanzsystem | Financial system | Bankenaufsicht | Banking supervision | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk |
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